+555.3%
CNP vs A
+546.2%
+9.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | +5.5% | +3.4% | +2.2% | +5.0% |
| 3M | +0.6% | +23.8% | -23.3% | -2.6% |
| 6M | -2.8% | +49.0% | -51.8% | -8.6% |
| YTD | +7.9% | +29.4% | -21.5% | +3.2% |
| 1Y | +6.7% | +19.4% | -12.7% | +3.2% |
| 3Y | +61.1% | +66.2% | -5.1% | +46.9% |
| 5Y | +73.0% | +15.8% | +57.2% | +64.5% |
| 10Y | +141.9% | +326.1% | -184.2% | +94.9% |
| All | +555.3% | +546.2% | +9.0% | +379.0% |
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