+1,065.2%
NRG vs CNP
+137.0%
+928.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -1.4% | -3.3% | -3.9% |
| 30D | -6.0% | -2.9% | -3.0% | -4.5% |
| 3M | -8.0% | -7.5% | -0.4% | -4.3% |
| 6M | -23.2% | -7.9% | -15.3% | -19.9% |
| YTD | -28.1% | +3.7% | -31.8% | -29.5% |
| 1Y | -27.3% | +4.6% | -31.9% | -29.2% |
| 3Y | +208.7% | +49.1% | +159.5% | +146.0% |
| 5Y | +197.7% | +69.2% | +128.4% | +120.4% |
| All | +1,065.2% | +137.0% | +928.2% | +483.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling