+9.9%
CNP vs COO
-2.5%
+12.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.3% |
| 7D | +1.6% | -2.3% | +3.9% | +1.8% |
| 30D | -0.8% | -8.8% | +8.0% | -0.2% |
| 3M | -3.6% | +1.3% | -4.9% | -3.7% |
| 6M | -6.9% | -11.6% | +4.6% | -7.4% |
| YTD | +6.4% | -17.4% | +23.8% | +6.0% |
| 1Y | +9.9% | -1.6% | +11.5% | +8.2% |
| All | +9.9% | -2.5% | +12.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling