+5.6%
CNP vs NWSA
+1.1%
+4.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -0.1% | -12.2% | +12.1% | 0.0% |
| 30D | +5.0% | -8.7% | +13.7% | +5.4% |
| 3M | +2.7% | -6.0% | +8.6% | +3.1% |
| 6M | -1.9% | -0.3% | -1.6% | -1.4% |
| YTD | +8.8% | +3.5% | +5.3% | +8.0% |
| 1Y | +5.6% | +0.8% | +4.9% | +4.8% |
| All | +5.6% | +1.1% | +4.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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