+74.4%
CNP vs CF
+227.0%
-152.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.5% |
| 7D | +1.1% | +6.0% | -4.9% | +0.6% |
| 30D | -1.8% | +14.8% | -16.7% | -3.0% |
| 3M | -4.6% | +14.1% | -18.7% | -5.8% |
| 6M | -8.8% | +28.5% | -37.4% | -11.3% |
| YTD | +5.2% | +74.9% | -69.7% | -0.6% |
| 1Y | +8.3% | +61.7% | -53.4% | +2.9% |
| 3Y | +54.9% | +80.3% | -25.4% | +44.2% |
| All | +74.4% | +227.0% | -152.5% | +61.8% |
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