+74.8%
CNP vs FIVE
+20.4%
+54.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.0% | +7.3% | -10.4% | -3.4% |
| 30D | +6.8% | +18.1% | -11.2% | +5.8% |
| 3M | +3.6% | +7.7% | -4.1% | +3.1% |
| 6M | 0.0% | +13.6% | -13.6% | -1.0% |
| YTD | +9.4% | +34.6% | -25.2% | +7.0% |
| 1Y | +6.8% | +66.2% | -59.4% | +3.0% |
| 3Y | +64.2% | +43.5% | +20.7% | +60.7% |
| All | +74.8% | +20.4% | +54.4% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling