+65.6%
CNP vs CAPR
+299.3%
-233.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.5% | -27.1% | -0.7% |
| 7D | -0.1% | +25.8% | -25.9% | -0.2% |
| 30D | +5.0% | +50.2% | -45.2% | +4.9% |
| 3M | +2.7% | +185.5% | -182.8% | +2.3% |
| 6M | -1.9% | -64.8% | +62.9% | -2.0% |
| YTD | +8.8% | -61.1% | +69.9% | +8.7% |
| 1Y | +5.6% | +81.0% | -75.3% | +4.8% |
| All | +65.6% | +299.3% | -233.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling