+61.1%
CNP vs ALL
+105.5%
-44.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.7% |
| 7D | -4.2% | -1.9% | -2.2% | -3.9% |
| 30D | +5.5% | +13.8% | -8.3% | +2.4% |
| 3M | +0.6% | -7.0% | +7.6% | +2.0% |
| 6M | -2.8% | +18.0% | -20.9% | -6.9% |
| YTD | +7.9% | +24.2% | -16.3% | +1.9% |
| 1Y | +6.7% | +31.2% | -24.5% | -0.8% |
| 3Y | +61.1% | +107.5% | -46.4% | +24.5% |
| All | +61.1% | +105.5% | -44.4% | +24.5% |
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