+144.0%
CNP vs COO
+40.2%
+103.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | +5.0% | +13.3% | -8.2% | +1.0% |
| 3M | +2.7% | -18.1% | +20.7% | +8.2% |
| 6M | -1.9% | +6.7% | -8.6% | -5.1% |
| YTD | +8.8% | -23.2% | +32.0% | +16.2% |
| 1Y | +5.6% | -12.3% | +17.9% | +7.8% |
| 3Y | +63.2% | -23.6% | +86.8% | +67.4% |
| 5Y | +73.8% | -38.7% | +112.5% | +90.3% |
| 10Y | +144.0% | +42.2% | +101.8% | +115.8% |
| All | +144.0% | +40.2% | +103.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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