+149.9%
CNP vs CFG
+396.4%
-246.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.7% |
| 30D | -1.8% | -3.8% | +2.0% | -0.8% |
| 3M | -4.6% | +11.5% | -16.1% | -7.5% |
| 6M | -8.8% | +19.2% | -28.0% | -13.4% |
| YTD | +5.2% | +23.7% | -18.5% | -1.3% |
| 1Y | +8.3% | +38.8% | -30.5% | -2.0% |
| 3Y | +54.9% | +178.9% | -124.0% | +10.4% |
| 5Y | +73.5% | +101.8% | -28.3% | +31.5% |
| 10Y | +139.1% | +317.3% | -178.1% | +30.7% |
| All | +149.9% | +396.4% | -246.5% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling