+367.0%
CNP vs CAPR
-99.1%
+466.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -4.6% | -66.4% | +61.7% | -4.4% |
| 6M | -8.8% | -63.1% | +54.3% | -8.7% |
| YTD | +5.2% | -67.4% | +72.7% | +5.5% |
| 1Y | +8.3% | +58.2% | -49.9% | +5.3% |
| 3Y | +54.9% | +42.2% | +12.7% | +48.8% |
| 5Y | +73.5% | +87.3% | -13.7% | +65.4% |
| 10Y | +139.1% | -75.3% | +214.4% | +120.4% |
| All | +367.0% | -99.1% | +466.0% | +319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling