+64.2%
CNP vs FIVE
+43.9%
+20.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.0% | +7.3% | -10.4% | -3.2% |
| 30D | +6.8% | +18.1% | -11.2% | +6.5% |
| 3M | +3.6% | +7.7% | -4.1% | +3.5% |
| 6M | 0.0% | +13.6% | -13.6% | -0.3% |
| YTD | +9.4% | +34.6% | -25.2% | +8.5% |
| 1Y | +6.8% | +66.2% | -59.4% | +5.2% |
| 3Y | +64.2% | +43.5% | +20.7% | +65.2% |
| All | +64.2% | +43.9% | +20.2% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling