+74.4%
CNP vs A
-12.8%
+87.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | -1.8% | +6.9% | -8.7% | -2.7% |
| 3M | -4.6% | +9.2% | -13.9% | -5.9% |
| 6M | -8.8% | +25.7% | -34.5% | -11.9% |
| YTD | +5.2% | +11.5% | -6.3% | +3.4% |
| 1Y | +8.3% | +18.4% | -10.1% | +5.1% |
| 3Y | +54.9% | +26.6% | +28.3% | +45.9% |
| All | +74.4% | -12.8% | +87.3% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling