+102.7%
CNP vs COMP
-56.6%
+159.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.2% | +5.6% | -2.3% |
| 7D | -5.3% | -1.8% | -3.5% | -5.3% |
| 30D | +3.7% | -0.8% | +4.4% | +3.6% |
| 3M | -1.1% | -28.1% | +27.1% | -0.2% |
| 6M | -7.1% | +27.0% | -34.1% | -8.4% |
| YTD | +6.0% | -12.8% | +18.8% | +5.8% |
| 1Y | +5.2% | +4.9% | +0.3% | +4.1% |
| 3Y | +57.5% | +321.0% | -263.5% | +44.4% |
| 5Y | +70.0% | -25.6% | +95.6% | +55.5% |
| All | +102.7% | -56.6% | +159.3% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling