-49.7%
NRG vs CNP
+8.7%
-58.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.5% | -10.0% | -11.0% |
| 7D | -13.7% | -1.3% | -12.4% | -12.4% |
| 30D | -13.6% | +8.7% | -22.3% | -17.4% |
| 3M | -28.5% | -0.7% | -27.8% | -28.1% |
| 6M | -45.8% | -4.2% | -41.6% | -44.5% |
| YTD | -46.9% | +8.9% | -55.8% | -48.3% |
| 1Y | -49.7% | +8.3% | -58.1% | -50.2% |
| All | -49.7% | +8.7% | -58.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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