+142.0%
CNP vs FIVE
+504.2%
-362.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.3% | +2.7% | -1.4% | +0.9% |
| 30D | +3.8% | +12.7% | -8.9% | +1.7% |
| 3M | +2.4% | +2.1% | +0.3% | +1.7% |
| 6M | -1.2% | +17.5% | -18.7% | -4.6% |
| YTD | +9.3% | +31.0% | -21.7% | +3.0% |
| 1Y | +6.4% | +67.7% | -61.3% | -4.0% |
| 3Y | +66.4% | +43.4% | +23.0% | +48.5% |
| 5Y | +75.7% | +18.1% | +57.6% | +58.3% |
| All | +142.0% | +504.2% | -362.2% | +58.2% |
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