+58.4%
CNP vs FGI
+2.3%
+56.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -5.3% | -11.6% | +6.3% | -5.4% |
| 30D | +3.7% | -3.3% | +6.9% | +3.6% |
| 3M | -1.1% | +65.6% | -66.7% | +0.1% |
| 6M | -7.1% | -2.8% | -4.3% | -6.6% |
| YTD | +6.0% | +30.1% | -24.1% | +7.8% |
| 1Y | +5.2% | +50.2% | -45.0% | +7.5% |
| All | +58.4% | +2.3% | +56.1% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling