+200.5%
B vs CNP
+142.6%
+57.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +11.3% | -4.3% | +15.6% | +12.4% |
| 30D | +2.9% | +5.7% | -2.8% | +1.4% |
| 3M | -2.9% | +0.9% | -3.8% | -3.3% |
| 6M | -1.2% | -1.1% | -0.1% | -1.4% |
| YTD | -1.3% | +8.3% | -9.6% | -3.8% |
| 1Y | +30.4% | +5.9% | +24.5% | +27.8% |
| 3Y | +195.3% | +64.6% | +130.6% | +159.4% |
| 5Y | +146.2% | +74.6% | +71.6% | +114.2% |
| 10Y | +200.5% | +139.8% | +60.6% | +69.5% |
| All | +200.5% | +142.6% | +57.9% | +69.5% |
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