+49.4%
CNP vs NVD
-99.1%
+148.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.7% |
| 7D | -2.2% | +9.0% | -11.2% | -2.4% |
| 30D | -2.1% | -5.5% | +3.4% | -2.0% |
| 3M | -7.9% | -24.6% | +16.7% | -7.4% |
| 6M | -8.3% | -42.1% | +33.7% | -7.5% |
| YTD | +3.8% | -44.3% | +48.1% | +4.7% |
| 1Y | +5.9% | -54.2% | +60.1% | +7.1% |
| 3Y | +49.3% | -99.1% | +148.4% | +64.9% |
| All | +49.4% | -99.1% | +148.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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