+131.5%
CNP vs A
+237.5%
-105.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.9% |
| 7D | +1.6% | -2.1% | +3.7% | +2.2% |
| 30D | -0.8% | +0.6% | -1.4% | -1.2% |
| 3M | -3.6% | +10.9% | -14.4% | -6.8% |
| 6M | -6.9% | +28.2% | -35.1% | -14.8% |
| YTD | +6.4% | +8.6% | -2.1% | +2.4% |
| 1Y | +9.9% | +15.5% | -5.6% | +3.0% |
| 3Y | +53.1% | +31.8% | +21.3% | +31.3% |
| 5Y | +72.0% | -14.9% | +86.8% | +73.9% |
| 10Y | +131.5% | +237.8% | -106.3% | +24.3% |
| All | +131.5% | +237.5% | -105.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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