+74.4%
CNP vs CAPR
+84.7%
-10.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | -1.8% | +139.2% | -141.0% | -2.2% |
| 3M | -4.6% | -66.4% | +61.7% | -4.6% |
| 6M | -8.8% | -63.1% | +54.3% | -8.9% |
| YTD | +5.2% | -67.4% | +72.7% | +5.3% |
| 1Y | +8.3% | +58.2% | -49.9% | +6.9% |
| 3Y | +54.9% | +42.2% | +12.7% | +48.6% |
| All | +74.4% | +84.7% | -10.2% | +64.5% |
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