+1,575.9%
NRG vs CNP
+881.5%
+694.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +9.3% | +1.6% | +7.6% | +8.1% |
| 30D | +1.3% | -0.8% | +2.1% | +1.7% |
| 3M | -6.0% | -3.6% | -2.4% | -4.1% |
| 6M | -22.0% | -6.9% | -15.0% | -18.5% |
| YTD | -24.1% | +6.4% | -30.6% | -27.3% |
| 1Y | -18.0% | +9.9% | -28.0% | -23.5% |
| 3Y | +220.0% | +53.1% | +166.9% | +135.5% |
| 5Y | +201.1% | +72.0% | +129.2% | +102.1% |
| 10Y | +1,085.1% | +131.5% | +953.6% | +485.8% |
| All | +1,575.9% | +881.5% | +694.4% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling