+728.2%
CNP vs FDS
+9,502.8%
-8,774.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -1.8% | +9.0% | -10.8% | -3.5% |
| 3M | -4.6% | +18.9% | -23.5% | -8.2% |
| 6M | -8.8% | +35.1% | -44.0% | -15.1% |
| YTD | +5.2% | +5.5% | -0.3% | +2.3% |
| 1Y | +8.3% | -16.8% | +25.1% | +9.8% |
| 3Y | +54.9% | -28.1% | +82.9% | +60.5% |
| 5Y | +73.5% | -17.4% | +90.9% | +73.8% |
| 10Y | +139.1% | +85.4% | +53.7% | +106.6% |
| All | +728.2% | +9,502.8% | -8,774.7% | +408.3% |
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