+1,578.5%
NOK vs CNP
+1,372.3%
+206.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +4.7% | -1.8% | +6.5% | +5.1% |
| 3M | -39.7% | -4.6% | -35.0% | -39.3% |
| 6M | +23.1% | -8.8% | +31.9% | +25.0% |
| YTD | +55.0% | +5.2% | +49.8% | +52.7% |
| 1Y | +118.0% | +8.3% | +109.7% | +113.3% |
| 3Y | +170.5% | +54.9% | +115.6% | +143.9% |
| 5Y | +84.9% | +73.5% | +11.4% | +62.6% |
| 10Y | +112.0% | +139.1% | -27.1% | +68.8% |
| All | +1,578.5% | +1,372.3% | +206.2% | +978.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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