+7,803.6%
CI vs CNP
+1,874.4%
+5,929.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.1% |
| 7D | -1.6% | -4.2% | +2.6% | -0.5% |
| 30D | +5.4% | +5.5% | -0.1% | +3.8% |
| 3M | +7.3% | +0.6% | +6.7% | +6.9% |
| 6M | +5.3% | -2.8% | +8.1% | +5.9% |
| YTD | +8.5% | +7.9% | +0.6% | +6.0% |
| 1Y | +17.1% | +6.7% | +10.5% | +14.7% |
| 3Y | +1.4% | +61.1% | -59.7% | -11.5% |
| 5Y | +50.5% | +73.0% | -22.5% | +28.3% |
| 10Y | +168.5% | +141.9% | +26.6% | +104.3% |
| All | +7,803.6% | +1,874.4% | +5,929.2% | +3,040.6% |
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