Some considerations:
Incorrect loading can also affect performance. The effects on power and range are mostly due to the angle of the fuselage, with some contribution from horizontal stabiliser download. Any range data in the flight manual is usually conservatively placed at the worst C of G position.
Aft C of G: The nose is up more, so the fuselage is pointed more squarely into the relative wind, for lower cruise drag. Also, the horizontal stabiliser is hardly working, its download is small, so the range is furthest. On the other hand, the main rotor must be flapped down to get the high speed thrust, with a risk of bending the main rotor shaft.
Neutral C of G: The nose is down about 3° further than it would be above. There is little change in performance, but the main rotors will not be down so much at the front.
Forward C of G: The nose is down, so the fuselage has its top exposed to the free stream, requiring higher thrust, and there is a download from the horizontal stabiliser that looks like weight to the main rotor. This is usually the slowest and the worst for range, and the least comfortable for passengers. However, it is generally most stable.