+1,812.7%
CNP vs CMS
+457.8%
+1,354.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -1.8% | -3.6% | +1.8% | +0.1% |
| 3M | -4.6% | -1.9% | -2.7% | -3.6% |
| 6M | -8.8% | -11.0% | +2.1% | -3.1% |
| YTD | +5.2% | +0.2% | +5.0% | +5.2% |
| 1Y | +8.3% | -1.3% | +9.6% | +9.1% |
| 3Y | +54.9% | +35.9% | +18.9% | +32.2% |
| 5Y | +73.5% | +23.1% | +50.4% | +56.1% |
| 10Y | +139.1% | +117.9% | +21.2% | +68.0% |
| All | +1,812.7% | +457.8% | +1,354.9% | +683.2% |
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