-49.7%
NRG vs CNI
+37.5%
-87.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.1% | -15.6% | -14.0% |
| 7D | -13.7% | +3.7% | -17.5% | -14.6% |
| 30D | -13.6% | +8.1% | -21.7% | -15.6% |
| 3M | -28.5% | +1.9% | -30.4% | -28.7% |
| 6M | -45.8% | +19.2% | -65.0% | -50.5% |
| YTD | -46.9% | +32.7% | -79.7% | -53.3% |
| 1Y | -49.7% | +37.0% | -86.7% | -56.2% |
| All | -49.7% | +37.5% | -87.3% | -56.2% |
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