+74.7%
CNP vs CFG
+61.9%
+12.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.5% | +1.6% | +0.8% | +2.2% |
| 30D | +4.0% | +3.3% | +0.8% | +3.6% |
| 3M | +1.6% | -11.5% | +13.2% | +3.2% |
| 6M | -1.7% | +6.2% | -7.9% | -2.6% |
| YTD | +8.6% | +14.3% | -5.6% | +6.2% |
| 1Y | +5.8% | +26.7% | -20.9% | +1.9% |
| 3Y | +63.0% | +187.8% | -124.8% | +33.4% |
| 5Y | +74.7% | +61.3% | +13.4% | +56.1% |
| All | +74.7% | +61.9% | +12.8% | +56.1% |
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