+246.7%
CB vs CNP
+142.1%
+104.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.3% | +5.0% | +2.3% | +4.8% |
| 3M | +7.0% | +2.7% | +4.4% | +5.5% |
| 6M | +16.3% | -1.9% | +18.2% | +17.0% |
| YTD | +19.7% | +8.8% | +11.0% | +14.5% |
| 1Y | +27.8% | +5.6% | +22.1% | +23.8% |
| 3Y | +72.0% | +63.2% | +8.8% | +34.0% |
| 5Y | +104.9% | +73.8% | +31.1% | +52.5% |
| 10Y | +246.7% | +144.0% | +102.7% | +114.2% |
| All | +246.7% | +142.1% | +104.6% | +114.2% |
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