+143.3%
CNP vs CG
+308.6%
-165.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.6% |
| 30D | +6.8% | +8.5% | -1.7% | +4.7% |
| 3M | +3.6% | -12.1% | +15.8% | +6.1% |
| 6M | 0.0% | -16.4% | +16.4% | +3.2% |
| YTD | +9.4% | -28.0% | +37.4% | +15.8% |
| 1Y | +6.8% | -18.9% | +25.7% | +9.6% |
| 3Y | +64.2% | +51.2% | +12.9% | +34.4% |
| 5Y | +76.0% | -15.9% | +91.9% | +66.1% |
| 10Y | +143.3% | +305.9% | -162.6% | +55.2% |
| All | +143.3% | +308.6% | -165.3% | +55.2% |
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