+72.0%
CNP vs NOC
+56.8%
+15.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.6% | -2.7% | +4.3% | +2.2% |
| 30D | -0.8% | -8.9% | +8.1% | +1.1% |
| 3M | -3.6% | -3.7% | +0.1% | -3.0% |
| 6M | -6.9% | -30.8% | +23.9% | +0.1% |
| YTD | +6.4% | -7.9% | +14.4% | +7.4% |
| 1Y | +9.9% | -9.4% | +19.4% | +11.2% |
| 3Y | +53.1% | +29.0% | +24.1% | +40.2% |
| 5Y | +72.0% | +56.1% | +15.9% | +43.3% |
| All | +72.0% | +56.8% | +15.2% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling