+539.3%
CNP vs A
+457.0%
+82.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -1.8% | +6.9% | -8.7% | -2.8% |
| 3M | -4.6% | +9.2% | -13.9% | -6.0% |
| 6M | -8.8% | +25.7% | -34.5% | -12.2% |
| YTD | +5.2% | +11.5% | -6.3% | +2.9% |
| 1Y | +8.3% | +18.4% | -10.1% | +4.8% |
| 3Y | +54.9% | +26.6% | +28.3% | +46.8% |
| 5Y | +73.5% | -12.8% | +86.3% | +71.8% |
| 10Y | +139.1% | +247.2% | -108.1% | +98.1% |
| All | +539.3% | +457.0% | +82.3% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling