+142.0%
CNP vs CBOE
+524.9%
-383.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | +1.3% | +6.3% | -5.0% | -0.5% |
| 30D | +3.8% | +24.9% | -21.1% | -3.1% |
| 3M | +2.4% | +28.5% | -26.1% | -5.7% |
| 6M | -1.2% | +2.9% | -4.1% | -3.0% |
| YTD | +9.3% | +50.7% | -41.4% | -6.6% |
| 1Y | +6.4% | +45.5% | -39.0% | -8.0% |
| 3Y | +66.4% | +116.3% | -50.0% | +22.3% |
| 5Y | +75.7% | +204.3% | -128.7% | +10.8% |
| All | +142.0% | +524.9% | -383.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling