+146.7%
CI vs CNP
+137.5%
+9.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +4.4% | -1.8% | +6.3% | +5.2% |
| 3M | +0.7% | -4.6% | +5.3% | +2.6% |
| 6M | +0.3% | -8.8% | +9.2% | +4.1% |
| YTD | +3.8% | +5.2% | -1.4% | +1.2% |
| 1Y | -5.5% | +8.3% | -13.8% | -9.0% |
| 3Y | +8.1% | +54.9% | -46.8% | -11.9% |
| 5Y | +42.8% | +73.5% | -30.7% | +9.7% |
| All | +146.7% | +137.5% | +9.1% | +60.3% |
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 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