+139.8%
CNP vs FFIV
+132.4%
+7.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.1% |
| 7D | -4.3% | -2.1% | -2.2% | -3.9% |
| 30D | +5.7% | -33.8% | +39.5% | +13.8% |
| 3M | +0.9% | -20.6% | +21.5% | +4.4% |
| 6M | -1.1% | -10.2% | +9.2% | -0.8% |
| YTD | +8.3% | +24.5% | -16.2% | -0.1% |
| 1Y | +5.9% | +29.3% | -23.4% | -3.3% |
| 3Y | +64.6% | +103.8% | -39.2% | +27.9% |
| 5Y | +74.6% | +40.9% | +33.7% | +48.5% |
| 10Y | +139.8% | +126.6% | +13.3% | +57.9% |
| All | +139.8% | +132.4% | +7.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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