+83.8%
CNP vs NTR
+100.5%
-16.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +1.1% | +8.1% | -7.0% | -0.9% |
| 30D | -1.8% | +18.8% | -20.6% | -6.1% |
| 3M | -4.6% | +16.2% | -20.9% | -8.5% |
| 6M | -8.8% | +9.8% | -18.6% | -11.8% |
| YTD | +5.2% | +30.9% | -25.6% | -3.1% |
| 1Y | +8.3% | +41.8% | -33.4% | -2.8% |
| 3Y | +54.9% | +35.8% | +19.1% | +38.1% |
| 5Y | +73.5% | +51.0% | +22.5% | +34.6% |
| All | +83.8% | +100.5% | -16.7% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling