+132.5%
CNP vs NOC
+192.5%
-60.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -2.1% | -9.4% | +7.4% | +1.2% |
| 3M | -7.9% | -3.8% | -4.1% | -7.0% |
| 6M | -8.3% | -28.8% | +20.4% | +2.4% |
| YTD | +3.8% | -7.9% | +11.7% | +5.3% |
| 1Y | +5.9% | -9.0% | +14.9% | +7.7% |
| 3Y | +49.3% | +29.1% | +20.2% | +29.6% |
| 5Y | +69.3% | +58.9% | +10.3% | +29.4% |
| All | +132.5% | +192.5% | -60.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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