+156.1%
CNP vs CFG
+347.0%
-190.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | +5.5% | +1.1% | +4.5% | +5.2% |
| 3M | +0.6% | -12.0% | +12.6% | +3.9% |
| 6M | -2.8% | -2.2% | -0.6% | -2.7% |
| YTD | +7.9% | +11.4% | -3.5% | +3.8% |
| 1Y | +6.7% | +27.8% | -21.2% | -1.3% |
| 3Y | +61.1% | +173.3% | -112.2% | +15.4% |
| 5Y | +73.0% | +62.4% | +10.5% | +40.1% |
| 10Y | +141.9% | +249.6% | -107.7% | +37.3% |
| All | +156.1% | +347.0% | -190.9% | +34.7% |
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 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