-18.2%
CMG vs CNP
+63.0%
-81.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +15.9% | +4.0% | +11.8% | +15.5% |
| 3M | +7.8% | +1.6% | +6.1% | +7.5% |
| 6M | +7.7% | -1.7% | +9.3% | +7.7% |
| YTD | -4.9% | +8.6% | -13.6% | -6.3% |
| 1Y | +12.3% | +5.8% | +6.5% | +11.1% |
| All | -18.2% | +63.0% | -81.2% | -22.1% |
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