+186.7%
B vs CNP
+138.0%
+48.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +9.6% | -4.2% | +13.8% | +10.6% |
| 30D | +3.5% | +5.5% | -2.0% | +2.0% |
| 3M | -1.6% | +0.6% | -2.2% | -1.9% |
| 6M | -1.7% | -2.8% | +1.2% | -1.4% |
| YTD | -5.3% | +7.9% | -13.2% | -7.7% |
| 1Y | +27.2% | +6.7% | +20.6% | +24.4% |
| 3Y | +166.1% | +61.1% | +105.0% | +135.0% |
| 5Y | +136.5% | +73.0% | +63.5% | +106.2% |
| All | +186.7% | +138.0% | +48.6% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling