-7.6%
CMG vs CNP
+52.2%
-59.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -6.5% | +0.7% | -7.1% | -6.5% |
| 30D | +12.1% | -0.1% | +12.2% | +12.1% |
| 3M | +20.6% | -5.6% | +26.2% | +21.0% |
| 6M | +2.1% | -7.5% | +9.6% | +2.6% |
| YTD | -2.6% | +5.5% | -8.1% | -3.4% |
| 1Y | -8.7% | +8.3% | -17.0% | -9.8% |
| All | -7.6% | +52.2% | -59.8% | -9.7% |
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