+569.9%
CNP vs CF
+5,277.9%
-4,708.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -3.7% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | +3.7% | +2.2% | +1.5% | +3.2% |
| 3M | -1.1% | +2.1% | -3.2% | -1.8% |
| 6M | -7.1% | -6.5% | -0.6% | -6.7% |
| YTD | +6.0% | +55.6% | -49.5% | -3.6% |
| 1Y | +5.2% | +42.3% | -37.1% | -2.9% |
| 3Y | +57.5% | +55.7% | +1.8% | +40.7% |
| 5Y | +70.0% | +122.4% | -52.4% | +37.4% |
| 10Y | +137.8% | +568.5% | -430.8% | +51.3% |
| All | +569.9% | +5,277.9% | -4,708.0% | +178.1% |
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 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