+479.5%
CNP vs ACWI
+330.1%
+149.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | +0.1% |
| 7D | -5.3% | -4.0% | -1.3% | -2.6% |
| 30D | +3.7% | -5.8% | +9.5% | +8.0% |
| 3M | -1.1% | -5.0% | +3.9% | +2.4% |
| 6M | -7.1% | +0.7% | -7.8% | -8.4% |
| YTD | +6.0% | +8.4% | -2.4% | -1.4% |
| 1Y | +5.2% | +10.1% | -4.9% | -3.4% |
| 3Y | +57.5% | +70.8% | -13.2% | +2.0% |
| 5Y | +70.0% | +55.4% | +14.7% | +16.6% |
| 10Y | +137.8% | +223.3% | -85.5% | -4.7% |
| All | +479.5% | +330.1% | +149.4% | +78.8% |
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