+131.5%
CNP vs FFIV
+224.0%
-92.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | +1.6% | -1.5% | +3.2% | +2.0% |
| 30D | -0.8% | -2.7% | +1.9% | -0.4% |
| 3M | -3.6% | -1.7% | -1.9% | -3.7% |
| 6M | -6.9% | +36.1% | -43.1% | -13.8% |
| YTD | +6.4% | +52.6% | -46.2% | -4.4% |
| 1Y | +9.9% | +21.5% | -11.6% | +3.6% |
| 3Y | +53.1% | +142.7% | -89.6% | +17.1% |
| 5Y | +72.0% | +92.6% | -20.6% | +37.1% |
| 10Y | +131.5% | +225.5% | -94.0% | +48.8% |
| All | +131.5% | +224.0% | -92.5% | +48.8% |
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