+139.8%
CNP vs COO
+40.7%
+99.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.4% |
| 7D | -4.3% | +4.3% | -8.6% | -5.6% |
| 30D | +5.7% | +17.6% | -11.9% | +0.5% |
| 3M | +0.9% | -13.9% | +14.8% | +4.8% |
| 6M | -1.1% | +6.6% | -7.6% | -4.2% |
| YTD | +8.3% | -22.0% | +30.3% | +15.1% |
| 1Y | +5.9% | -8.8% | +14.7% | +6.7% |
| 3Y | +64.6% | -21.5% | +86.1% | +67.3% |
| 5Y | +74.6% | -41.0% | +115.6% | +94.7% |
| 10Y | +139.8% | +40.9% | +99.0% | +110.2% |
| All | +139.8% | +40.7% | +99.1% | +110.2% |
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