+81.2%
CNP vs NTR
+97.9%
-16.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -2.9% | +16.8% | -19.7% | -6.7% |
| 3M | -7.5% | +20.7% | -28.3% | -12.1% |
| 6M | -7.9% | +0.5% | -8.4% | -8.7% |
| YTD | +3.7% | +29.2% | -25.4% | -4.2% |
| 1Y | +4.6% | +39.6% | -35.0% | -5.8% |
| 3Y | +49.1% | +37.9% | +11.3% | +32.2% |
| 5Y | +69.2% | +47.1% | +22.2% | +32.6% |
| All | +81.2% | +97.9% | -16.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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