+1,888.4%
CNP vs NOC
+17,539.7%
-15,651.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | +6.8% | +14.1% | -7.3% | +3.6% |
| 3M | +3.6% | -4.6% | +8.3% | +4.6% |
| 6M | 0.0% | +0.7% | -0.7% | -0.5% |
| YTD | +9.4% | -2.6% | +12.0% | +9.2% |
| 1Y | +6.8% | -1.0% | +7.8% | +6.1% |
| 3Y | +64.2% | +24.5% | +39.7% | +52.8% |
| 5Y | +76.0% | +64.3% | +11.7% | +51.4% |
| 10Y | +143.3% | +162.8% | -19.5% | +87.9% |
| All | +1,888.4% | +17,539.7% | -15,651.3% | +847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling