+65.2%
CNP vs FGI
-70.3%
+135.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 6M | -7.1% | -2.8% | -4.3% | -6.8% |
| YTD | +6.0% | +30.1% | -24.1% | +7.0% |
| 1Y | +5.2% | +50.2% | -45.0% | +6.4% |
| 3Y | +57.5% | -0.4% | +58.0% | +62.0% |
| All | +65.2% | -70.3% | +135.5% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling