+248.2%
CB vs CNP
+138.0%
+110.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.6% |
| 7D | +0.2% | -4.2% | +4.4% | +2.1% |
| 30D | +9.1% | +5.5% | +3.5% | +6.3% |
| 3M | +3.4% | +0.6% | +2.8% | +2.9% |
| 6M | +14.1% | -2.8% | +16.9% | +15.2% |
| YTD | +18.0% | +7.9% | +10.2% | +13.3% |
| 1Y | +30.1% | +6.7% | +23.5% | +25.5% |
| 3Y | +71.8% | +61.1% | +10.6% | +34.7% |
| 5Y | +101.8% | +73.0% | +28.9% | +50.6% |
| All | +248.2% | +138.0% | +110.2% | +115.3% |
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 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