+140.6%
CNP vs FN
+763.2%
-622.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +2.5% | +20.8% | -18.3% | +1.1% |
| 30D | +4.0% | -17.3% | +21.3% | +4.9% |
| 3M | +1.6% | -38.1% | +39.8% | +4.1% |
| 6M | -1.7% | -44.2% | +42.5% | +0.8% |
| YTD | +8.6% | -22.3% | +30.9% | +7.5% |
| 1Y | +5.8% | -20.9% | +26.7% | +4.2% |
| 3Y | +63.0% | +111.1% | -48.1% | +39.8% |
| 5Y | +74.7% | +191.8% | -117.2% | +39.9% |
| All | +140.6% | +763.2% | -622.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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