+134.8%
CNP vs COO
+41.2%
+93.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | -4.2% | +4.7% | -8.9% | -5.6% |
| 30D | +5.5% | +13.9% | -8.4% | +1.3% |
| 3M | +0.6% | -14.9% | +15.5% | +4.8% |
| 6M | -2.8% | +2.0% | -4.9% | -4.7% |
| YTD | +7.9% | -23.9% | +31.8% | +15.6% |
| 1Y | +6.7% | -9.6% | +16.3% | +7.7% |
| 3Y | +61.1% | -25.4% | +86.6% | +66.8% |
| 5Y | +73.0% | -41.2% | +114.1% | +92.4% |
| All | +134.8% | +41.2% | +93.6% | +105.7% |
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