+1,812.7%
CNP vs COO
+5,988.7%
-4,176.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | -1.8% | -7.0% | +5.2% | -1.4% |
| 3M | -4.6% | +12.2% | -16.8% | -5.4% |
| 6M | -8.8% | -15.1% | +6.3% | -8.0% |
| YTD | +5.2% | -15.1% | +20.3% | +6.2% |
| 1Y | +8.3% | +2.3% | +6.0% | +7.9% |
| 3Y | +54.9% | -23.7% | +78.6% | +56.4% |
| 5Y | +73.5% | -38.9% | +112.4% | +77.0% |
| 10Y | +139.1% | +49.9% | +89.2% | +133.1% |
| All | +1,812.7% | +5,988.7% | -4,176.0% | +1,661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling