+72.4%
CNP vs COO
-40.8%
+113.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.5% | -2.1% | +4.5% | +2.8% |
| 30D | +4.0% | +13.9% | -9.9% | +1.4% |
| 3M | +1.6% | -18.9% | +20.6% | +5.4% |
| 6M | -1.7% | +3.7% | -5.4% | -3.1% |
| YTD | +8.6% | -24.1% | +32.8% | +13.6% |
| 1Y | +5.8% | -14.2% | +20.0% | +7.6% |
| 3Y | +63.0% | -24.5% | +87.5% | +65.5% |
| All | +72.4% | -40.8% | +113.2% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling