+481.5%
CNP vs FFIV
+5,965.2%
-5,483.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -4.2% | -8.1% | +3.9% | -3.7% |
| 30D | +5.5% | -33.4% | +38.9% | +7.8% |
| 3M | +0.6% | -24.7% | +25.3% | +1.9% |
| 6M | -2.8% | -8.8% | +6.0% | -2.7% |
| YTD | +7.9% | +21.8% | -13.9% | +6.1% |
| 1Y | +6.7% | +25.3% | -18.6% | +4.7% |
| 3Y | +61.1% | +101.2% | -40.0% | +53.0% |
| 5Y | +73.0% | +40.2% | +32.7% | +67.0% |
| 10Y | +141.9% | +129.0% | +12.9% | +126.2% |
| All | +481.5% | +5,965.2% | -5,483.6% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling