+63.9%
CNP vs FGI
-70.4%
+134.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.7% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | -1.8% | +65.4% | -67.2% | -1.2% |
| 3M | -4.6% | +23.5% | -28.1% | -4.2% |
| 6M | -8.8% | +60.5% | -69.4% | -7.9% |
| YTD | +5.2% | +30.0% | -24.8% | +6.2% |
| 1Y | +8.3% | +82.1% | -73.8% | +10.4% |
| 3Y | +54.9% | -4.4% | +59.3% | +59.4% |
| All | +63.9% | -70.4% | +134.3% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling