+65.6%
CNP vs FFIV
+102.3%
-36.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | -0.1% | -2.9% | +2.8% | -0.1% |
| 30D | +5.0% | -32.4% | +37.5% | +4.9% |
| 3M | +2.7% | -22.7% | +25.4% | +2.6% |
| 6M | -1.9% | -10.7% | +8.8% | -2.0% |
| YTD | +8.8% | +25.4% | -16.6% | +8.0% |
| 1Y | +5.6% | +34.2% | -28.5% | +4.8% |
| All | +65.6% | +102.3% | -36.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling