+113.6%
C vs CNP
+74.5%
+39.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +4.2% | +1.3% | +2.9% | +3.7% |
| 30D | +2.0% | +3.8% | -1.8% | +0.8% |
| 3M | -10.1% | +2.4% | -12.5% | -10.9% |
| 6M | +1.0% | -1.2% | +2.2% | +0.9% |
| YTD | +8.5% | +9.3% | -0.8% | +4.0% |
| 1Y | +25.7% | +6.4% | +19.3% | +21.7% |
| 3Y | +216.0% | +66.4% | +149.6% | +150.1% |
| All | +113.6% | +74.5% | +39.1% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling