+134.8%
CNP vs CAPR
-68.5%
+203.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | +1.7% |
| 7D | -4.2% | +41.1% | -45.3% | -4.5% |
| 30D | +5.5% | +11.1% | -5.6% | +5.4% |
| 3M | +0.6% | +115.3% | -114.7% | -0.4% |
| 6M | -2.8% | -73.8% | +71.0% | -2.4% |
| YTD | +7.9% | -68.8% | +76.7% | +8.1% |
| 1Y | +6.7% | +43.3% | -36.7% | +2.9% |
| 3Y | +61.1% | +214.7% | -153.5% | +50.1% |
| 5Y | +73.0% | +141.3% | -68.3% | +60.0% |
| All | +134.8% | -68.5% | +203.4% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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