+106.2%
CNP vs COMP
-52.0%
+158.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.7% | -9.0% | +1.4% |
| 7D | -4.2% | +13.4% | -17.6% | -4.6% |
| 30D | +5.5% | +11.1% | -5.6% | +5.1% |
| 3M | +0.6% | -18.8% | +19.4% | +1.1% |
| 6M | -2.8% | +10.5% | -13.3% | -3.5% |
| YTD | +7.9% | -3.4% | +11.3% | +7.3% |
| 1Y | +6.7% | +19.7% | -13.0% | +5.1% |
| 3Y | +61.1% | +381.6% | -320.5% | +47.0% |
| 5Y | +73.0% | -17.6% | +90.6% | +57.6% |
| All | +106.2% | -52.0% | +158.2% | +88.6% |
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