+74.6%
CNP vs NOC
+60.7%
+13.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | -4.3% | -2.9% | -1.4% | -3.7% |
| 30D | +5.7% | +12.1% | -6.4% | +3.2% |
| 3M | +0.9% | -5.3% | +6.2% | +1.9% |
| 6M | -1.1% | -1.0% | 0.0% | -1.1% |
| YTD | +8.3% | -4.3% | +12.6% | +8.3% |
| 1Y | +5.9% | -3.6% | +9.6% | +5.7% |
| 3Y | +64.6% | +22.9% | +41.7% | +52.9% |
| 5Y | +74.6% | +60.4% | +14.2% | +44.5% |
| All | +74.6% | +60.7% | +13.8% | +44.5% |
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 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