-18.6%
NRG vs CNI
+29.8%
-48.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.4% |
| 7D | +7.1% | -2.1% | +9.2% | +7.7% |
| 30D | -1.4% | -3.3% | +1.9% | -0.5% |
| 3M | -10.5% | +3.8% | -14.3% | -12.5% |
| 6M | -26.7% | +12.7% | -39.4% | -31.0% |
| YTD | -24.5% | +26.3% | -50.8% | -29.8% |
| 1Y | -18.6% | +29.9% | -48.5% | -24.1% |
| All | -18.6% | +29.8% | -48.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling