+72.4%
CNP vs CF
+113.8%
-41.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +2.5% | +5.4% | -2.9% | +2.0% |
| 30D | +4.0% | +6.5% | -2.5% | +3.4% |
| 3M | +1.6% | +4.6% | -3.0% | +1.1% |
| 6M | -1.7% | -3.3% | +1.6% | -1.6% |
| YTD | +8.6% | +63.9% | -55.3% | +2.6% |
| 1Y | +5.8% | +50.4% | -44.6% | +0.8% |
| 3Y | +63.0% | +68.2% | -5.2% | +51.8% |
| All | +72.4% | +113.8% | -41.4% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling