+243.0%
CB vs CNP
+142.6%
+100.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.5% | -4.3% | +2.8% | +0.4% |
| 30D | +6.5% | +5.7% | +0.8% | +3.7% |
| 3M | +4.1% | +0.9% | +3.1% | +3.4% |
| 6M | +14.4% | -1.1% | +15.5% | +14.6% |
| YTD | +17.5% | +8.3% | +9.2% | +12.6% |
| 1Y | +27.5% | +5.9% | +21.6% | +23.4% |
| 3Y | +71.6% | +64.6% | +7.0% | +33.1% |
| 5Y | +100.6% | +74.6% | +26.0% | +49.0% |
| 10Y | +243.0% | +139.8% | +103.1% | +112.2% |
| All | +243.0% | +142.6% | +100.4% | +112.2% |
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