+144.0%
CNP vs CMS
+137.8%
+6.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.8% |
| 30D | +5.0% | +6.6% | -1.5% | -0.6% |
| 3M | +2.7% | +0.8% | +1.8% | +1.8% |
| 6M | -1.9% | -3.3% | +1.4% | +0.7% |
| YTD | +8.8% | +2.7% | +6.0% | +6.0% |
| 1Y | +5.6% | -4.0% | +9.7% | +9.0% |
| 3Y | +63.2% | +37.6% | +25.6% | +21.9% |
| 5Y | +73.8% | +35.4% | +38.3% | +29.9% |
| 10Y | +144.0% | +136.0% | +8.0% | +27.5% |
| All | +144.0% | +137.8% | +6.3% | +27.5% |
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