+220.1%
C vs CNP
+142.6%
+77.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -0.9% | -4.3% | +3.4% | +1.3% |
| 30D | -5.4% | +5.7% | -11.1% | -8.1% |
| 3M | -9.2% | +0.9% | -10.1% | -9.8% |
| 6M | -1.8% | -1.1% | -0.8% | -2.1% |
| YTD | +6.7% | +8.3% | -1.6% | +0.9% |
| 1Y | +23.5% | +5.9% | +17.6% | +18.0% |
| 3Y | +219.8% | +64.6% | +155.1% | +135.4% |
| 5Y | +112.4% | +74.6% | +37.8% | +48.4% |
| 10Y | +220.1% | +139.8% | +80.2% | +84.7% |
| All | +220.1% | +142.6% | +77.5% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling