+158.7%
CI vs CNP
+138.0%
+20.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.3% |
| 7D | -1.6% | -4.2% | +2.6% | +0.1% |
| 30D | +5.4% | +5.5% | -0.1% | +3.0% |
| 3M | +7.3% | +0.6% | +6.7% | +6.7% |
| 6M | +5.3% | -2.8% | +8.1% | +6.2% |
| YTD | +8.5% | +7.9% | +0.6% | +4.5% |
| 1Y | +17.1% | +6.7% | +10.5% | +13.3% |
| 3Y | +1.4% | +61.1% | -59.7% | -18.8% |
| 5Y | +50.5% | +73.0% | -22.5% | +15.5% |
| All | +158.7% | +138.0% | +20.7% | +84.7% |
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