+74.4%
CNP vs CG
+10.1%
+64.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +1.6% |
| 30D | -1.8% | -5.1% | +3.3% | -1.4% |
| 3M | -4.6% | +8.7% | -13.3% | -5.7% |
| 6M | -8.8% | -9.2% | +0.4% | -8.2% |
| YTD | +5.2% | -18.9% | +24.1% | +7.1% |
| 1Y | +8.3% | -25.6% | +33.9% | +11.3% |
| 3Y | +54.9% | +57.3% | -2.4% | +38.4% |
| All | +74.4% | +10.1% | +64.3% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling