+132.5%
CNP vs NI
+143.3%
-10.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -2.2% | -0.6% | -1.6% | -1.7% |
| 30D | -2.1% | -1.4% | -0.7% | -0.9% |
| 3M | -7.9% | -10.6% | +2.7% | +0.5% |
| 6M | -8.3% | -9.9% | +1.6% | -0.5% |
| YTD | +3.8% | +1.2% | +2.6% | +2.7% |
| 1Y | +5.9% | +4.4% | +1.5% | +1.9% |
| 3Y | +49.3% | +68.6% | -19.3% | -4.1% |
| 5Y | +69.3% | +98.0% | -28.7% | -5.7% |
| All | +132.5% | +143.3% | -10.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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