+385.4%
CNP vs CAPR
-99.1%
+484.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.9% | +11.0% | +1.1% |
| 7D | -3.0% | +7.6% | -10.7% | -3.1% |
| 30D | +6.8% | +13.3% | -6.4% | +6.7% |
| 3M | +3.6% | +130.4% | -126.8% | +2.8% |
| 6M | 0.0% | -70.8% | +70.8% | +0.3% |
| YTD | +9.4% | -69.3% | +78.7% | +9.6% |
| 1Y | +6.8% | +59.5% | -52.7% | +3.9% |
| 3Y | +64.2% | +216.8% | -152.6% | +56.6% |
| 5Y | +76.0% | +152.7% | -76.7% | +67.2% |
| 10Y | +143.3% | -68.2% | +211.5% | +124.0% |
| All | +385.4% | -99.1% | +484.6% | +336.0% |
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 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