+11.7%
CMI vs CNP
+8.7%
+3.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -5.8% |
| 7D | -11.2% | -1.3% | -9.9% | -11.1% |
| 30D | -9.8% | +8.7% | -18.6% | -9.0% |
| 3M | -25.5% | -0.7% | -24.8% | -25.9% |
| 6M | -27.7% | -4.2% | -23.5% | -28.4% |
| YTD | -6.6% | +8.9% | -15.5% | -5.9% |
| 1Y | +11.7% | +8.3% | +3.3% | +13.3% |
| All | +11.7% | +8.7% | +3.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling