+107.7%
CNP vs COMP
-52.8%
+160.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | +2.5% | +8.9% | -6.4% | +2.1% |
| 30D | +4.0% | +14.0% | -9.9% | +3.5% |
| 3M | +1.6% | -21.1% | +22.8% | +2.2% |
| 6M | -1.7% | +20.1% | -21.8% | -2.7% |
| YTD | +8.6% | -5.0% | +13.6% | +8.1% |
| 1Y | +5.8% | +5.7% | +0.1% | +4.8% |
| 3Y | +63.0% | +412.2% | -349.2% | +48.3% |
| 5Y | +74.7% | -12.1% | +86.7% | +59.5% |
| All | +107.7% | -52.8% | +160.4% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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