+7.6%
CNP vs NWSA
+2.1%
+5.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.7% | -3.1% | +3.7% | +0.7% |
| 30D | -0.1% | +4.3% | -4.3% | -0.1% |
| 3M | -5.6% | +9.2% | -14.8% | -5.9% |
| 6M | -7.5% | +21.6% | -29.1% | -8.2% |
| YTD | +5.5% | +14.2% | -8.7% | +4.7% |
| All | +7.6% | +2.1% | +5.5% | +9.4% |
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