+4.6%
CNP vs CRS
+79.6%
-75.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.4% | -6.8% | +5.3% | -1.4% |
| 30D | -2.9% | -16.1% | +13.2% | -2.8% |
| 3M | -7.5% | -21.2% | +13.6% | -7.5% |
| 6M | -7.9% | +8.7% | -16.6% | -8.3% |
| YTD | +3.7% | +41.0% | -37.2% | +3.1% |
| 1Y | +4.6% | +82.7% | -78.1% | +4.8% |
| All | +4.6% | +79.6% | -75.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling