+132.3%
CNP vs CP
+222.0%
-89.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.1% | -2.7% | +3.8% | +2.2% |
| 30D | -1.8% | +0.2% | -2.0% | -2.0% |
| 3M | -4.6% | +2.6% | -7.2% | -5.9% |
| 6M | -8.8% | +6.0% | -14.8% | -11.5% |
| YTD | +5.2% | +24.9% | -19.7% | -5.0% |
| 1Y | +8.3% | +20.1% | -11.8% | -0.8% |
| 3Y | +54.9% | +16.4% | +38.5% | +39.8% |
| 5Y | +73.5% | +31.7% | +41.8% | +42.9% |
| All | +132.3% | +222.0% | -89.7% | +33.0% |
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