+1,060.6%
CNP vs ALL
+3,667.9%
-2,607.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | -1.5% | -0.3% | -1.5% |
| 3M | -4.6% | +23.6% | -28.3% | -10.5% |
| 6M | -8.8% | +22.3% | -31.2% | -14.3% |
| YTD | +5.2% | +26.5% | -21.3% | -2.3% |
| 1Y | +8.3% | +27.0% | -18.7% | +0.2% |
| 3Y | +54.9% | +149.6% | -94.7% | +16.2% |
| 5Y | +73.5% | +118.1% | -44.6% | +33.0% |
| 10Y | +139.1% | +369.0% | -229.8% | +49.8% |
| All | +1,060.6% | +3,667.9% | -2,607.2% | +375.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling