+73.4%
CNP vs CAPR
+172.3%
-98.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.6% |
| 7D | +1.3% | +5.9% | -4.6% | +1.3% |
| 30D | +3.8% | +44.6% | -40.8% | +3.6% |
| 3M | +2.4% | +126.4% | -124.0% | +1.9% |
| 6M | -1.2% | -68.6% | +67.4% | -1.2% |
| YTD | +9.3% | -67.0% | +76.2% | +9.2% |
| 1Y | +6.4% | +65.2% | -58.7% | +5.1% |
| 3Y | +66.4% | +235.6% | -169.2% | +57.7% |
| All | +73.4% | +172.3% | -98.9% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling