+489.5%
CNP vs ACWI
+330.0%
+159.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | -4.2% | -2.4% | -1.8% | -2.6% |
| 30D | +5.5% | -5.2% | +10.7% | +9.4% |
| 3M | +0.6% | -4.8% | +5.4% | +4.0% |
| 6M | -2.8% | -1.3% | -1.5% | -2.7% |
| YTD | +7.9% | +8.4% | -0.5% | +0.4% |
| 1Y | +6.7% | +11.0% | -4.4% | -2.7% |
| 3Y | +61.1% | +70.6% | -9.4% | +4.4% |
| 5Y | +73.0% | +55.3% | +17.7% | +18.7% |
| 10Y | +141.9% | +223.2% | -81.3% | -3.0% |
| All | +489.5% | +330.0% | +159.6% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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