+664.2%
B vs CNP
+1,888.5%
-1,224.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.2% | +2.5% | -8.6% | -6.5% |
| 30D | -6.6% | +4.0% | -10.7% | -7.1% |
| 3M | -7.9% | +1.6% | -9.5% | -8.2% |
| 6M | -16.8% | -1.7% | -15.1% | -16.8% |
| YTD | -11.7% | +8.6% | -20.3% | -12.8% |
| 1Y | +3.5% | +5.8% | -2.3% | +2.5% |
| 3Y | +165.7% | +63.0% | +102.7% | +149.8% |
| 5Y | +108.4% | +74.7% | +33.8% | +94.4% |
| 10Y | +212.7% | +143.7% | +68.9% | +175.4% |
| All | +664.2% | +1,888.5% | -1,224.3% | +837.6% |
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 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