+477.9%
NRG vs CNH
+55.5%
+422.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +2.3% |
| 7D | +9.3% | +8.8% | +0.5% | +6.1% |
| 30D | +1.3% | +24.7% | -23.4% | -6.3% |
| 3M | -6.0% | +27.3% | -33.3% | -14.2% |
| 6M | -22.0% | +23.2% | -45.1% | -28.5% |
| YTD | -24.1% | +48.9% | -73.1% | -35.1% |
| 1Y | -18.0% | +19.4% | -37.4% | -24.7% |
| 3Y | +220.0% | +7.8% | +212.3% | +195.8% |
| 5Y | +201.1% | +8.7% | +192.4% | +168.6% |
| 10Y | +1,085.1% | +149.5% | +935.6% | +621.1% |
| All | +477.9% | +55.5% | +422.3% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling