+144.0%
CNP vs CP
+251.7%
-107.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +5.0% | +9.6% | -4.6% | +1.0% |
| 3M | +2.7% | +2.2% | +0.4% | +1.4% |
| 6M | -1.9% | +11.1% | -13.0% | -6.5% |
| YTD | +8.8% | +28.2% | -19.4% | -3.0% |
| 1Y | +5.6% | +32.2% | -26.5% | -7.2% |
| 3Y | +63.2% | +35.5% | +27.7% | +36.8% |
| 5Y | +73.8% | +26.8% | +47.0% | +46.6% |
| 10Y | +144.0% | +256.9% | -112.9% | +39.9% |
| All | +144.0% | +251.7% | -107.7% | +39.9% |
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