+72.4%
CNP vs NI
+112.8%
-40.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +2.5% | +3.1% | -0.6% | +0.2% |
| 30D | +4.0% | +11.2% | -7.1% | -3.8% |
| 3M | +1.6% | +9.8% | -8.2% | -5.2% |
| 6M | -1.7% | -1.6% | -0.1% | -0.7% |
| YTD | +8.6% | +12.6% | -4.0% | -0.5% |
| 1Y | +5.8% | +7.8% | -2.0% | 0.0% |
| 3Y | +63.0% | +100.5% | -37.5% | -5.2% |
| All | +72.4% | +112.8% | -40.4% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling