+246.7%
CB vs CNP
+143.3%
+103.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +0.7% | -3.0% | +3.7% | +2.0% |
| 30D | +8.2% | +6.8% | +1.3% | +4.8% |
| 3M | +6.3% | +3.6% | +2.7% | +4.3% |
| 6M | +16.2% | 0.0% | +16.2% | +15.8% |
| YTD | +19.3% | +9.4% | +9.9% | +13.8% |
| 1Y | +29.2% | +6.8% | +22.4% | +24.5% |
| 3Y | +71.4% | +64.2% | +7.3% | +33.2% |
| 5Y | +104.2% | +76.0% | +28.2% | +51.1% |
| 10Y | +246.7% | +143.3% | +103.3% | +113.0% |
| All | +246.7% | +143.3% | +103.3% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling