+200.4%
B vs CNP
+55.2%
+145.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +9.4% | -1.8% | +11.3% | +10.0% |
| 3M | +5.0% | -4.6% | +9.6% | +6.1% |
| 6M | -3.5% | -8.8% | +5.3% | -1.0% |
| YTD | +4.5% | +5.2% | -0.8% | +1.0% |
| 1Y | +67.8% | +8.3% | +59.5% | +60.1% |
| All | +200.4% | +55.2% | +145.3% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling