+66.4%
CME vs CNP
+64.0%
+2.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | +11.3% | +3.8% | +7.5% | +10.3% |
| 3M | +19.6% | +2.4% | +17.2% | +18.8% |
| 6M | +8.1% | -1.2% | +9.3% | +8.2% |
| YTD | +20.4% | +9.3% | +11.1% | +17.6% |
| 1Y | +16.5% | +6.4% | +10.1% | +14.5% |
| 3Y | +66.4% | +66.4% | +0.1% | +57.3% |
| All | +66.4% | +64.0% | +2.5% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling