+140.6%
CNP vs CP
+259.0%
-118.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +2.5% | +0.9% | +1.6% | +2.0% |
| 30D | +4.0% | +10.3% | -6.3% | -0.2% |
| 3M | +1.6% | +2.3% | -0.6% | +0.4% |
| 6M | -1.7% | +10.7% | -12.4% | -6.2% |
| YTD | +8.6% | +29.3% | -20.7% | -3.5% |
| 1Y | +5.8% | +31.5% | -25.6% | -6.8% |
| 3Y | +63.0% | +36.7% | +26.3% | +36.1% |
| 5Y | +74.7% | +26.8% | +47.9% | +47.5% |
| All | +140.6% | +259.0% | -118.5% | +37.1% |
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