+139.8%
CNP vs CAPR
-64.9%
+204.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.1% | +0.3% |
| 7D | -4.3% | +36.0% | -40.4% | -4.6% |
| 30D | +5.7% | +25.8% | -20.1% | +5.4% |
| 3M | +0.9% | +140.8% | -139.9% | -0.2% |
| 6M | -1.1% | -67.6% | +66.5% | -0.8% |
| YTD | +8.3% | -65.9% | +74.1% | +8.4% |
| 1Y | +5.9% | +66.1% | -60.2% | +2.0% |
| 3Y | +64.6% | +256.9% | -192.3% | +53.1% |
| 5Y | +74.6% | +172.1% | -97.5% | +61.3% |
| 10Y | +139.8% | -64.7% | +204.5% | +104.0% |
| All | +139.8% | -64.9% | +204.8% | +104.0% |
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