+280.6%
CME vs CNP
+132.2%
+148.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | +4.7% | -0.1% | +4.7% | +4.6% |
| 3M | +7.8% | -5.6% | +13.5% | +10.1% |
| 6M | -11.0% | -7.5% | -3.5% | -8.5% |
| YTD | +4.0% | +5.5% | -1.5% | +1.3% |
| 1Y | +9.1% | +8.3% | +0.8% | +5.1% |
| 3Y | +52.3% | +51.8% | +0.5% | +26.4% |
| 5Y | +76.1% | +69.9% | +6.2% | +37.5% |
| 10Y | +280.6% | +139.9% | +140.7% | +128.3% |
| All | +280.6% | +132.2% | +148.4% | +128.3% |
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