+157.6%
B vs CNP
+73.1%
+84.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +9.4% | -1.8% | +11.3% | +10.1% |
| 3M | +5.0% | -4.6% | +9.6% | +6.4% |
| 6M | -3.5% | -8.8% | +5.3% | -0.7% |
| YTD | +4.5% | +5.2% | -0.8% | +1.2% |
| 1Y | +67.8% | +8.3% | +59.5% | +60.3% |
| 3Y | +196.7% | +54.9% | +141.8% | +141.4% |
| All | +157.6% | +73.1% | +84.5% | +109.6% |
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 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