+803.7%
B vs CNP
+1,826.3%
-1,022.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +9.4% | -1.8% | +11.3% | +9.7% |
| 3M | +5.0% | -4.6% | +9.6% | +5.5% |
| 6M | -3.5% | -8.8% | +5.3% | -2.6% |
| YTD | +4.5% | +5.2% | -0.8% | +3.6% |
| 1Y | +67.8% | +8.3% | +59.5% | +65.8% |
| 3Y | +196.7% | +54.9% | +141.8% | +180.8% |
| 5Y | +151.9% | +73.5% | +78.4% | +135.4% |
| 10Y | +202.2% | +139.1% | +63.0% | +167.2% |
| All | +803.7% | +1,826.3% | -1,022.6% | +1,013.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling