+107.4%
CNP vs NVT
+492.6%
-385.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +2.5% | +17.4% | -15.0% | -1.5% |
| 30D | +4.0% | -28.4% | +32.4% | +11.3% |
| 3M | +1.6% | -32.4% | +34.0% | +9.8% |
| 6M | -1.7% | -32.2% | +30.5% | +4.9% |
| YTD | +8.6% | +14.0% | -5.4% | -0.8% |
| 1Y | +5.8% | +4.3% | +1.5% | -1.3% |
| 3Y | +63.0% | +131.7% | -68.7% | +8.3% |
| 5Y | +74.7% | +232.4% | -157.7% | -3.8% |
| All | +107.4% | +492.6% | -385.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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