+131.5%
CNP vs CG
+345.5%
-214.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -0.8% | -3.2% | +2.4% | -0.3% |
| 3M | -3.6% | +6.2% | -9.8% | -5.4% |
| 6M | -6.9% | -4.7% | -2.3% | -6.8% |
| YTD | +6.4% | -20.6% | +27.1% | +10.6% |
| 1Y | +9.9% | -26.4% | +36.3% | +15.9% |
| 3Y | +53.1% | +55.4% | -2.3% | +25.4% |
| 5Y | +72.0% | +9.8% | +62.1% | +48.9% |
| 10Y | +131.5% | +341.4% | -209.9% | +41.0% |
| All | +131.5% | +345.5% | -214.0% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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