+139.8%
CNP vs A
+328.7%
-188.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.5% |
| 7D | -4.3% | +4.8% | -9.1% | -5.6% |
| 30D | +5.7% | +5.6% | +0.1% | +4.0% |
| 3M | +0.9% | +23.6% | -22.7% | -5.5% |
| 6M | -1.1% | +56.4% | -57.4% | -14.3% |
| YTD | +8.3% | +33.4% | -25.1% | -2.0% |
| 1Y | +5.9% | +23.7% | -17.8% | -1.9% |
| 3Y | +64.6% | +71.0% | -6.4% | +30.3% |
| 5Y | +74.6% | +16.8% | +57.7% | +57.5% |
| 10Y | +139.8% | +323.8% | -183.9% | +27.2% |
| All | +139.8% | +328.7% | -188.9% | +27.2% |
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