+69.9%
CNP vs CBOE
+146.7%
-76.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.7% | -0.8% | +1.4% | +0.8% |
| 30D | -0.1% | +2.7% | -2.7% | -0.6% |
| 3M | -5.6% | +0.7% | -6.3% | -6.0% |
| 6M | -7.5% | -2.0% | -5.5% | -8.0% |
| YTD | +5.5% | +17.1% | -11.6% | +1.1% |
| 1Y | +8.3% | +26.5% | -18.1% | +2.2% |
| 3Y | +51.8% | +96.1% | -44.4% | +29.1% |
| 5Y | +69.9% | +149.3% | -79.4% | +33.4% |
| All | +69.9% | +146.7% | -76.8% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling