+139.8%
CNP vs CMS
+127.7%
+12.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | -0.1% |
| 7D | -4.3% | -0.9% | -3.4% | -3.7% |
| 30D | +5.7% | +7.1% | -1.3% | -0.4% |
| 3M | +0.9% | -1.3% | +2.2% | +1.9% |
| 6M | -1.1% | -2.7% | +1.6% | +1.0% |
| YTD | +8.3% | +2.6% | +5.6% | +5.6% |
| 1Y | +5.9% | -2.0% | +7.9% | +7.3% |
| 3Y | +64.6% | +39.6% | +25.0% | +21.5% |
| 5Y | +74.6% | +35.3% | +39.2% | +30.6% |
| 10Y | +139.8% | +132.3% | +7.5% | +27.0% |
| All | +139.8% | +127.7% | +12.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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