+7,131.2%
CB vs CNP
+1,041.8%
+6,089.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +0.2% | -4.2% | +4.4% | +1.4% |
| 30D | +9.1% | +5.5% | +3.5% | +7.4% |
| 3M | +3.4% | +0.6% | +2.8% | +3.1% |
| 6M | +14.1% | -2.8% | +16.9% | +14.8% |
| YTD | +18.0% | +7.9% | +10.2% | +15.2% |
| 1Y | +30.1% | +6.7% | +23.5% | +27.4% |
| 3Y | +71.8% | +61.1% | +10.6% | +48.9% |
| 5Y | +101.8% | +73.0% | +28.9% | +70.7% |
| 10Y | +252.1% | +141.9% | +110.3% | +165.7% |
| All | +7,131.2% | +1,041.8% | +6,089.4% | +3,862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling