+143.3%
CNP vs CFG
+230.2%
-86.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.3% |
| 30D | +6.8% | +2.8% | +4.1% | +6.0% |
| 3M | +3.6% | -10.1% | +13.7% | +6.5% |
| 6M | 0.0% | +3.2% | -3.2% | -1.3% |
| YTD | +9.4% | +14.2% | -4.8% | +4.4% |
| 1Y | +6.8% | +27.4% | -20.6% | -1.4% |
| 3Y | +64.2% | +187.6% | -123.4% | +13.3% |
| 5Y | +76.0% | +65.7% | +10.3% | +40.2% |
| 10Y | +143.3% | +219.7% | -76.4% | +43.7% |
| All | +143.3% | +230.2% | -86.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling