+131.5%
CNP vs FDS
+77.6%
+53.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.4% |
| 7D | +1.6% | -5.4% | +7.0% | +3.3% |
| 30D | -0.8% | +1.6% | -2.4% | -1.5% |
| 3M | -3.6% | +17.7% | -21.3% | -9.3% |
| 6M | -6.9% | +29.1% | -36.0% | -16.3% |
| YTD | +6.4% | +1.0% | +5.5% | +3.7% |
| 1Y | +9.9% | -21.6% | +31.6% | +17.4% |
| 3Y | +53.1% | -30.1% | +83.2% | +67.8% |
| 5Y | +72.0% | -20.7% | +92.7% | +73.0% |
| 10Y | +131.5% | +78.3% | +53.2% | +70.6% |
| All | +131.5% | +77.6% | +53.9% | +70.6% |
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