+241.1%
CNP vs CG
+281.3%
-40.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -4.2% | -1.2% | -3.0% | -4.0% |
| 30D | +5.5% | +5.0% | +0.5% | +4.2% |
| 3M | +0.6% | -18.2% | +18.8% | +4.5% |
| 6M | -2.8% | -20.7% | +17.9% | +1.3% |
| YTD | +7.9% | -31.4% | +39.3% | +15.1% |
| 1Y | +6.7% | -22.3% | +28.9% | +10.4% |
| 3Y | +61.1% | +50.2% | +11.0% | +34.9% |
| 5Y | +73.0% | -22.1% | +95.0% | +66.2% |
| 10Y | +141.9% | +295.5% | -153.6% | +52.2% |
| All | +241.1% | +281.3% | -40.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling