+70.0%
CNP vs CF
+125.5%
-55.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -3.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | +3.7% | +2.2% | +1.5% | +3.4% |
| 3M | -1.1% | +2.1% | -3.2% | -1.4% |
| 6M | -7.1% | -6.5% | -0.6% | -6.9% |
| YTD | +6.0% | +55.6% | -49.5% | +0.7% |
| 1Y | +5.2% | +42.3% | -37.1% | +0.7% |
| 3Y | +57.5% | +55.7% | +1.8% | +47.8% |
| 5Y | +70.0% | +122.4% | -52.4% | +53.2% |
| All | +70.0% | +125.5% | -55.4% | +53.2% |
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