+105.9%
CB vs CNP
+73.9%
+32.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +2.5% | -2.4% | -0.9% |
| 30D | +7.4% | +4.0% | +3.4% | +5.7% |
| 3M | +8.6% | +1.6% | +7.0% | +7.8% |
| 6M | +16.1% | -1.7% | +17.8% | +16.7% |
| YTD | +20.2% | +8.6% | +11.6% | +16.2% |
| 1Y | +27.2% | +5.8% | +21.4% | +24.1% |
| 3Y | +72.7% | +63.0% | +9.7% | +42.5% |
| 5Y | +105.9% | +74.7% | +31.3% | +57.3% |
| All | +105.9% | +73.9% | +32.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling