+1,812.7%
CNP vs CPB
+325.7%
+1,487.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | +1.1% | -8.6% | +9.7% | +3.4% |
| 30D | -1.8% | -7.2% | +5.4% | 0.0% |
| 3M | -4.6% | +0.9% | -5.5% | -5.4% |
| 6M | -8.8% | -11.8% | +3.0% | -6.5% |
| YTD | +5.2% | -19.4% | +24.6% | +10.3% |
| 1Y | +8.3% | -30.4% | +38.7% | +17.8% |
| 3Y | +54.9% | -40.2% | +95.0% | +73.1% |
| 5Y | +73.5% | -39.5% | +113.0% | +91.7% |
| 10Y | +139.1% | -47.4% | +186.5% | +165.3% |
| All | +1,812.7% | +325.7% | +1,487.0% | +1,159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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