+143.3%
CNP vs CF
+494.2%
-350.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | -3.0% | +4.8% | -7.8% | -4.0% |
| 30D | +6.8% | +9.7% | -2.9% | +4.8% |
| 3M | +3.6% | +1.2% | +2.4% | +3.0% |
| 6M | 0.0% | +7.4% | -7.4% | -2.3% |
| YTD | +9.4% | +60.5% | -51.1% | -3.3% |
| 1Y | +6.8% | +50.7% | -43.9% | -4.4% |
| 3Y | +64.2% | +64.8% | -0.6% | +40.7% |
| 5Y | +76.0% | +115.8% | -39.8% | +32.1% |
| 10Y | +143.3% | +481.0% | -337.7% | +38.3% |
| All | +143.3% | +494.2% | -350.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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