+61.1%
CNP vs CMS
+35.4%
+25.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.3% |
| 7D | -4.2% | -1.3% | -2.9% | -3.4% |
| 30D | +5.5% | +6.3% | -0.8% | +0.6% |
| 3M | +0.6% | -2.1% | +2.6% | +1.9% |
| 6M | -2.8% | -5.1% | +2.2% | +0.8% |
| YTD | +7.9% | +1.3% | +6.6% | +6.9% |
| 1Y | +6.7% | -1.4% | +8.0% | +7.6% |
| 3Y | +61.1% | +36.9% | +24.2% | +23.9% |
| All | +61.1% | +35.4% | +25.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling