+193.5%
NRG vs CNI
+12.6%
+180.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -6.0% | -2.7% | -3.3% | -4.9% |
| 3M | -8.0% | +3.9% | -11.9% | -9.9% |
| 6M | -23.2% | +16.4% | -39.5% | -28.5% |
| YTD | -28.1% | +25.8% | -53.9% | -35.3% |
| 1Y | -27.3% | +32.4% | -59.7% | -36.1% |
| 3Y | +208.7% | +19.1% | +189.6% | +176.3% |
| All | +193.5% | +12.6% | +180.8% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling