+143.3%
CNP vs CP
+255.2%
-111.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -3.0% | +2.8% | -5.8% | -4.2% |
| 30D | +6.8% | +11.0% | -4.2% | +2.2% |
| 3M | +3.6% | +3.8% | -0.2% | +1.7% |
| 6M | 0.0% | +9.5% | -9.5% | -4.1% |
| YTD | +9.4% | +28.2% | -18.8% | -2.5% |
| 1Y | +6.8% | +33.0% | -26.1% | -6.4% |
| 3Y | +64.2% | +35.5% | +28.6% | +37.5% |
| 5Y | +76.0% | +25.8% | +50.2% | +49.1% |
| 10Y | +143.3% | +250.7% | -107.4% | +38.8% |
| All | +143.3% | +255.2% | -111.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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