+998.2%
C vs CNP
+1,874.4%
-876.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -2.4% | -4.2% | +1.8% | -0.9% |
| 30D | -6.0% | +5.5% | -11.5% | -7.8% |
| 3M | -10.5% | +0.6% | -11.1% | -10.9% |
| 6M | -5.7% | -2.8% | -2.9% | -5.2% |
| YTD | +4.1% | +7.9% | -3.7% | +0.5% |
| 1Y | +20.5% | +6.7% | +13.8% | +16.7% |
| 3Y | +208.1% | +61.1% | +147.0% | +155.0% |
| 5Y | +110.4% | +73.0% | +37.5% | +68.6% |
| 10Y | +234.6% | +141.9% | +92.7% | +133.3% |
| All | +998.2% | +1,874.4% | -876.2% | +209.3% |
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 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