+8.3%
CNP vs NTRS
+47.2%
-38.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | -1.8% | +1.7% | -3.5% | -1.7% |
| 3M | -4.6% | +8.9% | -13.5% | -4.0% |
| 6M | -8.8% | +30.6% | -39.4% | -7.1% |
| YTD | +5.2% | +38.7% | -33.5% | +7.2% |
| 1Y | +8.3% | +48.1% | -39.8% | +9.9% |
| All | +8.3% | +47.2% | -38.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling