+140.6%
CNP vs FDS
+127.0%
+13.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.5% | -2.6% | +5.0% | +3.2% |
| 30D | +4.0% | +14.1% | -10.0% | -0.2% |
| 3M | +1.6% | +19.8% | -18.1% | -4.5% |
| 6M | -1.7% | +55.0% | -56.6% | -16.2% |
| YTD | +8.6% | +15.9% | -7.3% | +1.0% |
| 1Y | +5.8% | +24.2% | -18.4% | -4.6% |
| 3Y | +63.0% | -24.0% | +87.0% | +74.9% |
| 5Y | +74.7% | -23.3% | +98.0% | +82.8% |
| All | +140.6% | +127.0% | +13.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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