+1,163.5%
C vs CNP
+1,826.3%
-662.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +0.1% | -1.8% | +1.9% | +0.7% |
| 3M | +2.4% | -4.6% | +7.1% | +3.9% |
| 6M | +24.9% | -8.8% | +33.8% | +28.5% |
| YTD | +19.8% | +5.2% | +14.6% | +16.8% |
| 1Y | +44.9% | +8.3% | +36.6% | +39.6% |
| 3Y | +263.0% | +54.9% | +208.1% | +204.8% |
| 5Y | +129.5% | +73.5% | +56.0% | +83.7% |
| 10Y | +291.6% | +139.1% | +152.5% | +174.3% |
| All | +1,163.5% | +1,826.3% | -662.8% | +259.5% |
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