+5.8%
CNP vs A
+16.3%
-10.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | +2.5% | +0.7% | +1.7% | +2.5% |
| 30D | +4.0% | +0.8% | +3.2% | +4.1% |
| 3M | +1.6% | +16.9% | -15.2% | +2.7% |
| 6M | -1.7% | +53.8% | -55.5% | +1.2% |
| YTD | +8.6% | +28.1% | -19.5% | +10.0% |
| 1Y | +5.8% | +15.0% | -9.2% | +6.9% |
| All | +5.8% | +16.3% | -10.5% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling