+748.8%
CNP vs FDS
+10,327.4%
-9,578.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | +5.5% | +20.2% | -14.7% | +1.8% |
| 3M | +0.6% | +19.9% | -19.3% | -3.3% |
| 6M | -2.8% | +56.2% | -59.0% | -11.9% |
| YTD | +7.9% | +14.6% | -6.7% | +2.8% |
| 1Y | +6.7% | +31.6% | -24.9% | -1.3% |
| 3Y | +61.1% | -23.8% | +85.0% | +64.6% |
| 5Y | +73.0% | -22.6% | +95.5% | +74.9% |
| 10Y | +141.9% | +139.3% | +2.6% | +99.6% |
| All | +748.8% | +10,327.4% | -9,578.6% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling