+216.8%
CB vs CNP
+135.4%
+81.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.0% |
| 7D | -0.6% | +1.6% | -2.3% | -1.4% |
| 30D | -3.9% | -0.8% | -3.1% | -3.6% |
| 3M | +4.9% | -3.6% | +8.5% | +6.6% |
| 6M | +3.3% | -6.9% | +10.2% | +6.5% |
| YTD | +8.5% | +6.4% | +2.1% | +5.0% |
| 1Y | +22.1% | +9.9% | +12.1% | +16.2% |
| 3Y | +70.1% | +53.1% | +17.0% | +37.0% |
| 5Y | +97.4% | +72.0% | +25.4% | +48.0% |
| 10Y | +216.8% | +131.5% | +85.3% | +92.6% |
| All | +216.8% | +135.4% | +81.4% | +92.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling