+65.4%
CNP vs ALL
+117.0%
-51.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | +4.0% | +12.8% | -8.8% | +1.2% |
| 3M | +1.6% | +4.7% | -3.0% | +0.4% |
| 6M | -1.7% | +24.9% | -26.6% | -7.0% |
| YTD | +8.6% | +30.0% | -21.4% | +1.7% |
| 1Y | +5.8% | +29.9% | -24.1% | -1.0% |
| All | +65.4% | +117.0% | -51.6% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling