+321.2%
CMG vs CNP
+137.1%
+184.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -3.8% | -2.2% | -1.7% | -3.3% |
| 30D | +12.9% | -2.1% | +15.0% | +13.4% |
| 3M | +18.8% | -7.9% | +26.7% | +21.1% |
| 6M | +4.1% | -8.3% | +12.4% | +6.1% |
| YTD | -2.4% | +3.8% | -6.1% | -3.8% |
| 1Y | -6.7% | +5.9% | -12.5% | -8.6% |
| 3Y | -7.1% | +49.3% | -56.4% | -18.1% |
| 5Y | -5.0% | +69.3% | -74.2% | -19.3% |
| All | +321.2% | +137.1% | +184.1% | +207.5% |
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