+98.2%
CNP vs NVT
+694.8%
-596.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.7% |
| 30D | -2.1% | -7.2% | +5.1% | -0.4% |
| 3M | -7.9% | -0.9% | -7.0% | -8.8% |
| 6M | -8.3% | +42.6% | -50.9% | -18.8% |
| YTD | +3.8% | +52.9% | -49.1% | -10.4% |
| 1Y | +5.9% | +64.5% | -58.6% | -11.4% |
| 3Y | +49.3% | +178.0% | -128.7% | -2.2% |
| 5Y | +69.3% | +402.8% | -333.5% | -16.8% |
| All | +98.2% | +694.8% | -596.7% | -29.4% |
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