+74.4%
CNP vs COO
-38.8%
+113.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.5% |
| 30D | -1.8% | -7.0% | +5.2% | -0.5% |
| 3M | -4.6% | +12.2% | -16.8% | -7.0% |
| 6M | -8.8% | -15.1% | +6.3% | -6.3% |
| YTD | +5.2% | -15.1% | +20.3% | +8.1% |
| 1Y | +8.3% | +2.3% | +6.0% | +6.7% |
| 3Y | +54.9% | -23.7% | +78.6% | +59.5% |
| All | +74.4% | -38.8% | +113.2% | +76.3% |
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