+4,100.0%
CMG vs CNP
+589.9%
+3,510.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | +7.1% | -1.8% | +9.0% | +7.7% |
| 3M | +31.2% | -4.6% | +35.8% | +33.0% |
| 6M | +0.7% | -8.8% | +9.5% | +3.5% |
| YTD | -0.1% | +5.2% | -5.3% | -2.6% |
| 1Y | -10.7% | +8.3% | -19.1% | -13.9% |
| 3Y | -4.7% | +54.9% | -59.6% | -20.4% |
| 5Y | -3.8% | +73.5% | -77.3% | -23.6% |
| 10Y | +352.5% | +139.1% | +213.4% | +190.3% |
| All | +4,100.0% | +589.9% | +3,510.1% | +1,407.2% |
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