+192.9%
NRG vs CNP
+66.3%
+126.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -6.8% | -2.1% | -4.7% | -5.8% |
| 3M | -7.1% | -7.9% | +0.8% | -3.3% |
| 6M | -27.6% | -8.3% | -19.2% | -24.4% |
| YTD | -29.2% | +3.8% | -33.0% | -30.5% |
| 1Y | -29.9% | +5.9% | -35.8% | -32.1% |
| 3Y | +198.7% | +49.3% | +149.4% | +137.3% |
| 5Y | +192.9% | +69.3% | +123.6% | +121.1% |
| All | +192.9% | +66.3% | +126.6% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling