+106.9%
B vs CNP
+73.5%
+33.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +2.5% | -8.6% | -7.0% |
| 30D | -6.6% | +4.0% | -10.7% | -8.2% |
| 3M | -7.9% | +1.6% | -9.5% | -8.8% |
| 6M | -16.8% | -1.7% | -15.1% | -16.9% |
| YTD | -11.7% | +8.6% | -20.3% | -15.7% |
| 1Y | +3.5% | +5.8% | -2.3% | -0.2% |
| 3Y | +165.7% | +63.0% | +102.7% | +110.4% |
| All | +106.9% | +73.5% | +33.4% | +68.9% |
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 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