+53.1%
CNP vs NWSA
+44.8%
+8.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.6% | -2.6% | +4.3% | +2.0% |
| 30D | -0.8% | +4.6% | -5.3% | -1.3% |
| 3M | -3.6% | +10.2% | -13.8% | -4.8% |
| 6M | -6.9% | +21.6% | -28.6% | -9.6% |
| YTD | +6.4% | +14.6% | -8.2% | +4.2% |
| 1Y | +9.9% | +0.4% | +9.6% | +10.3% |
| 3Y | +53.1% | +45.0% | +8.1% | +39.8% |
| All | +53.1% | +44.8% | +8.3% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling