+564.9%
CNP vs CF
+5,948.3%
-5,383.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.2% |
| 7D | +1.1% | +6.0% | -4.9% | 0.0% |
| 30D | -1.8% | +14.8% | -16.7% | -4.3% |
| 3M | -4.6% | +14.1% | -18.7% | -7.1% |
| 6M | -8.8% | +28.5% | -37.4% | -13.9% |
| YTD | +5.2% | +74.9% | -69.7% | -6.0% |
| 1Y | +8.3% | +61.7% | -53.4% | -2.1% |
| 3Y | +54.9% | +80.3% | -25.4% | +34.9% |
| 5Y | +73.5% | +226.0% | -152.5% | +30.5% |
| 10Y | +139.1% | +569.9% | -430.7% | +51.8% |
| All | +564.9% | +5,948.3% | -5,383.4% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling