+142.0%
CNP vs CG
+278.5%
-136.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +3.8% | +11.2% | -7.4% | +1.2% |
| 3M | +2.4% | -22.1% | +24.5% | +7.7% |
| 6M | -1.2% | -17.9% | +16.7% | +2.3% |
| YTD | +9.3% | -31.3% | +40.6% | +16.9% |
| 1Y | +6.4% | -24.0% | +30.4% | +10.8% |
| 3Y | +66.4% | +45.0% | +21.4% | +37.3% |
| 5Y | +75.7% | -22.6% | +98.3% | +69.8% |
| All | +142.0% | +278.5% | -136.5% | +56.9% |
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