+144.0%
CNP vs NOC
+163.6%
-19.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.1% | +4.9% | -5.0% | -1.7% |
| 30D | +5.0% | +13.6% | -8.6% | +0.5% |
| 3M | +2.7% | -3.9% | +6.5% | +3.8% |
| 6M | -1.9% | +1.4% | -3.3% | -2.9% |
| YTD | +8.8% | -2.2% | +11.0% | +7.9% |
| 1Y | +5.6% | -1.2% | +6.8% | +4.4% |
| 3Y | +63.2% | +25.0% | +38.2% | +44.3% |
| 5Y | +73.8% | +66.0% | +7.7% | +30.8% |
| 10Y | +144.0% | +161.4% | -17.4% | +63.5% |
| All | +144.0% | +163.6% | -19.6% | +63.5% |
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