+139.8%
CNP vs FIVE
+596.6%
-456.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.5% |
| 7D | -4.3% | +6.2% | -10.5% | -5.3% |
| 30D | +5.7% | +18.2% | -12.5% | +2.8% |
| 3M | +0.9% | +3.8% | -2.9% | 0.0% |
| 6M | -1.1% | +13.7% | -14.8% | -4.0% |
| YTD | +8.3% | +34.7% | -26.5% | +1.6% |
| 1Y | +5.9% | +66.6% | -60.7% | -4.3% |
| 3Y | +64.6% | +44.3% | +20.4% | +47.1% |
| 5Y | +74.6% | +18.8% | +55.8% | +57.6% |
| 10Y | +139.8% | +569.2% | -429.4% | +56.1% |
| All | +139.8% | +596.6% | -456.7% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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