-18.6%
NRG vs CNP
+7.2%
-25.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.8% |
| 7D | +7.1% | +1.1% | +6.0% | +6.5% |
| 30D | -1.4% | -1.8% | +0.4% | -0.6% |
| 3M | -10.5% | -4.6% | -5.8% | -9.0% |
| 6M | -26.7% | -8.8% | -17.9% | -23.8% |
| YTD | -24.5% | +5.2% | -29.8% | -24.1% |
| 1Y | -18.6% | +8.3% | -26.9% | -18.9% |
| All | -18.6% | +7.2% | -25.8% | -18.9% |
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