+70.0%
CNP vs FFIV
+92.6%
-22.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -1.8% | -5.1% | +3.2% | -1.4% |
| 3M | -4.6% | -4.5% | -0.2% | -4.4% |
| 6M | -8.8% | +36.5% | -45.3% | -12.1% |
| YTD | +5.2% | +53.0% | -47.7% | -0.1% |
| 1Y | +8.3% | +24.2% | -15.9% | +5.2% |
| 3Y | +54.9% | +137.2% | -82.3% | +33.4% |
| All | +70.0% | +92.6% | -22.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling