+139.8%
CNP vs ALL
+367.3%
-227.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.3% | -3.9% | -0.5% | -2.8% |
| 30D | +5.7% | +10.6% | -4.9% | +0.8% |
| 3M | +0.9% | -4.6% | +5.5% | +2.5% |
| 6M | -1.1% | +20.2% | -21.2% | -10.0% |
| YTD | +8.3% | +23.7% | -15.4% | -3.4% |
| 1Y | +5.9% | +27.9% | -22.0% | -7.1% |
| 3Y | +64.6% | +109.2% | -44.5% | +9.2% |
| 5Y | +74.6% | +148.0% | -73.4% | -0.2% |
| 10Y | +139.8% | +363.8% | -223.9% | +5.0% |
| All | +139.8% | +367.3% | -227.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling