+73.9%
CNP vs CFG
+61.2%
+12.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | +5.5% | +1.1% | +4.5% | +5.4% |
| 3M | +0.6% | -12.0% | +12.6% | +2.2% |
| 6M | -2.8% | -2.2% | -0.6% | -2.7% |
| YTD | +7.9% | +11.4% | -3.5% | +5.8% |
| 1Y | +6.7% | +27.8% | -21.2% | +2.5% |
| 3Y | +61.1% | +173.3% | -112.2% | +33.0% |
| All | +73.9% | +61.2% | +12.7% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling