+61.1%
CNP vs CP
+26.5%
+34.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | -4.2% | +2.8% | -7.0% | -4.6% |
| 30D | +5.5% | +10.2% | -4.7% | +4.1% |
| 3M | +0.6% | +2.4% | -1.8% | +0.1% |
| 6M | -2.8% | +7.7% | -10.5% | -3.9% |
| YTD | +7.9% | +26.0% | -18.1% | +4.5% |
| 1Y | +6.7% | +34.6% | -28.0% | +2.4% |
| 3Y | +61.1% | +26.7% | +34.5% | +50.5% |
| All | +61.1% | +26.5% | +34.6% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling