+265.0%
C vs CNP
+55.2%
+209.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +0.1% | -1.8% | +1.9% | +0.4% |
| 3M | +2.4% | -4.6% | +7.1% | +3.2% |
| 6M | +24.9% | -8.8% | +33.8% | +27.1% |
| YTD | +19.8% | +5.2% | +14.6% | +17.0% |
| 1Y | +44.9% | +8.3% | +36.6% | +40.1% |
| All | +265.0% | +55.2% | +209.8% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling