+7,875.7%
CI vs CNP
+1,888.5%
+5,987.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +4.9% | +4.0% | +0.8% | +3.7% |
| 3M | +7.4% | +1.6% | +5.8% | +6.8% |
| 6M | +0.4% | -1.7% | +2.1% | +0.7% |
| YTD | +9.5% | +8.6% | +0.8% | +6.8% |
| 1Y | +12.0% | +5.8% | +6.1% | +9.9% |
| 3Y | +7.1% | +63.0% | -55.9% | -6.9% |
| 5Y | +49.3% | +74.7% | -25.3% | +27.0% |
| 10Y | +146.6% | +143.7% | +2.9% | +87.3% |
| All | +7,875.7% | +1,888.5% | +5,987.2% | +3,063.5% |
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