+139.8%
CNP vs CP
+261.0%
-121.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.5% |
| 7D | -4.3% | +2.8% | -7.1% | -5.5% |
| 30D | +5.7% | +11.3% | -5.6% | +1.0% |
| 3M | +0.9% | +2.9% | -1.9% | -0.5% |
| 6M | -1.1% | +9.8% | -10.8% | -5.2% |
| YTD | +8.3% | +28.5% | -20.3% | -3.6% |
| 1Y | +5.9% | +33.5% | -27.6% | -7.3% |
| 3Y | +64.6% | +31.9% | +32.7% | +39.8% |
| 5Y | +74.6% | +25.5% | +49.1% | +48.2% |
| 10Y | +139.8% | +257.6% | -117.7% | +37.0% |
| All | +139.8% | +261.0% | -121.1% | +37.0% |
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