+6,781.2%
CME vs CNP
+1,416.0%
+5,365.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +6.2% | -1.8% | +8.1% | +6.9% |
| 3M | +10.4% | -4.6% | +15.1% | +12.3% |
| 6M | -9.5% | -8.8% | -0.7% | -6.4% |
| YTD | +6.0% | +5.2% | +0.8% | +3.4% |
| 1Y | +9.3% | +8.3% | +1.0% | +5.2% |
| 3Y | +57.7% | +54.9% | +2.8% | +29.7% |
| 5Y | +77.7% | +73.5% | +4.2% | +37.8% |
| 10Y | +281.2% | +139.1% | +142.1% | +140.9% |
| All | +6,781.2% | +1,416.0% | +5,365.2% | +2,593.3% |
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 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