+170.8%
CNP vs NWSA
+127.4%
+43.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | -1.8% | +4.6% | -6.4% | -3.1% |
| 3M | -4.6% | +13.2% | -17.9% | -8.2% |
| 6M | -8.8% | +27.0% | -35.8% | -15.3% |
| YTD | +5.2% | +16.8% | -11.6% | -0.2% |
| 1Y | +8.3% | +4.5% | +3.8% | +5.8% |
| 3Y | +54.9% | +46.2% | +8.7% | +34.9% |
| 5Y | +73.5% | +40.9% | +32.6% | +48.4% |
| 10Y | +139.1% | +145.1% | -6.0% | +55.4% |
| All | +170.8% | +127.4% | +43.3% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling