+218.3%
C vs CNP
+142.1%
+76.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -5.3% | +5.0% | -10.4% | -7.8% |
| 3M | -8.0% | +2.7% | -10.7% | -9.5% |
| 6M | -0.3% | -1.9% | +1.6% | -0.1% |
| YTD | +8.6% | +8.8% | -0.1% | +2.5% |
| 1Y | +25.8% | +5.6% | +20.2% | +20.4% |
| 3Y | +221.2% | +63.2% | +158.0% | +137.6% |
| 5Y | +113.6% | +73.8% | +39.8% | +49.6% |
| 10Y | +218.3% | +144.0% | +74.3% | +84.8% |
| All | +218.3% | +142.1% | +76.2% | +84.8% |
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