+300.3%
CME vs CNP
+145.0%
+155.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +2.5% | +0.2% | +1.7% |
| 30D | +13.5% | +4.0% | +9.4% | +11.6% |
| 3M | +20.9% | +1.6% | +19.3% | +19.8% |
| 6M | +11.5% | -1.7% | +13.2% | +11.8% |
| YTD | +19.5% | +8.6% | +10.8% | +14.8% |
| 1Y | +17.2% | +5.8% | +11.4% | +13.8% |
| 3Y | +65.1% | +63.0% | +2.1% | +32.8% |
| 5Y | +73.1% | +74.7% | -1.5% | +33.3% |
| All | +300.3% | +145.0% | +155.2% | +140.0% |
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