+69.4%
CNP vs FGI
-68.3%
+137.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.5% |
| 7D | -0.1% | +6.9% | -7.0% | -0.1% |
| 30D | +5.0% | +3.9% | +1.1% | +5.1% |
| 3M | +2.7% | +74.3% | -71.6% | +3.4% |
| 6M | -1.9% | +28.9% | -30.8% | -1.3% |
| YTD | +8.8% | +39.1% | -30.4% | +9.9% |
| 1Y | +5.6% | +49.3% | -43.7% | +6.9% |
| 3Y | +63.2% | +5.7% | +57.5% | +68.0% |
| All | +69.4% | -68.3% | +137.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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