+1,874.4%
CNP vs NI
+5,686.0%
-3,811.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +2.5% | +3.1% | -0.6% | +0.4% |
| 30D | +4.0% | +11.2% | -7.1% | -3.0% |
| 3M | +1.6% | +9.8% | -8.2% | -4.5% |
| 6M | -1.7% | -1.6% | -0.1% | -0.7% |
| YTD | +8.6% | +12.6% | -4.0% | +0.4% |
| 1Y | +5.8% | +7.8% | -2.0% | +0.6% |
| 3Y | +63.0% | +100.5% | -37.5% | +2.5% |
| 5Y | +74.7% | +114.4% | -39.8% | +4.8% |
| 10Y | +143.7% | +193.9% | -50.2% | +21.6% |
| All | +1,874.4% | +5,686.0% | -3,811.6% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling