-24.4%
NOW vs CNP
+75.8%
-100.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.3% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -26.8% | +5.0% | -31.8% | -27.6% |
| 3M | -19.4% | +2.7% | -22.1% | -20.0% |
| 6M | +12.3% | -1.9% | +14.2% | +12.2% |
| YTD | -32.9% | +8.8% | -41.7% | -35.2% |
| 1Y | -40.3% | +5.6% | -46.0% | -41.9% |
| 3Y | -19.1% | +63.2% | -82.3% | -34.0% |
| 5Y | -24.4% | +73.8% | -98.1% | -42.1% |
| All | -24.4% | +75.8% | -100.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling