+139.8%
CNP vs FDS
+135.1%
+4.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -4.3% | -5.0% | +0.6% | -3.0% |
| 30D | +5.7% | +13.8% | -8.0% | +1.5% |
| 3M | +0.9% | +14.8% | -13.9% | -3.9% |
| 6M | -1.1% | +47.4% | -48.4% | -14.3% |
| YTD | +8.3% | +14.2% | -5.9% | +1.2% |
| 1Y | +5.9% | +26.6% | -20.7% | -5.4% |
| 3Y | +64.6% | -24.4% | +89.1% | +76.7% |
| 5Y | +74.6% | -22.6% | +97.2% | +81.3% |
| 10Y | +139.8% | +130.0% | +9.9% | +71.0% |
| All | +139.8% | +135.1% | +4.7% | +71.0% |
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