+1,860.4%
CNP vs CP
+7,734.8%
-5,874.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -4.2% | +2.8% | -7.0% | -5.0% |
| 30D | +5.5% | +10.2% | -4.7% | +2.7% |
| 3M | +0.6% | +2.4% | -1.8% | -0.2% |
| 6M | -2.8% | +7.7% | -10.5% | -5.0% |
| YTD | +7.9% | +26.0% | -18.1% | +0.7% |
| 1Y | +6.7% | +34.6% | -28.0% | -2.3% |
| 3Y | +61.1% | +26.7% | +34.5% | +47.8% |
| 5Y | +73.0% | +24.9% | +48.1% | +57.8% |
| 10Y | +141.9% | +258.6% | -116.7% | +68.0% |
| All | +1,860.4% | +7,734.8% | -5,874.4% | +641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling