+1,874.4%
CNP vs CMS
+468.6%
+1,405.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +2.5% | -1.3% | +3.7% | +3.1% |
| 30D | +4.0% | +5.3% | -1.2% | +1.2% |
| 3M | +1.6% | -0.3% | +2.0% | +1.8% |
| 6M | -1.7% | -4.0% | +2.4% | +0.5% |
| YTD | +8.6% | +2.1% | +6.5% | +7.5% |
| 1Y | +5.8% | -4.7% | +10.5% | +8.6% |
| 3Y | +63.0% | +36.8% | +26.2% | +38.6% |
| 5Y | +74.7% | +34.9% | +39.8% | +50.1% |
| 10Y | +143.7% | +134.7% | +9.1% | +65.2% |
| All | +1,874.4% | +468.6% | +1,405.8% | +700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling