+74.4%
CNP vs COMP
-31.2%
+105.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +1.1% | +1.4% | -0.3% | +1.0% |
| 30D | -1.8% | -13.3% | +11.5% | -1.4% |
| 3M | -4.6% | +41.1% | -45.8% | -5.9% |
| 6M | -8.8% | +17.2% | -26.0% | -9.7% |
| YTD | +5.2% | +5.2% | 0.0% | +4.5% |
| 1Y | +8.3% | +18.9% | -10.6% | +6.8% |
| 3Y | +54.9% | +215.9% | -161.0% | +43.5% |
| All | +74.4% | -31.2% | +105.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling