+142.0%
CNP vs FN
+700.1%
-558.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.3% | +7.9% | +1.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +3.8% | -16.5% | +20.3% | +4.6% |
| 3M | +2.4% | -42.1% | +44.5% | +5.2% |
| 6M | -1.2% | -52.9% | +51.7% | +2.5% |
| YTD | +9.3% | -28.0% | +37.2% | +8.6% |
| 1Y | +6.4% | -18.5% | +24.9% | +4.4% |
| 3Y | +66.4% | +93.9% | -27.5% | +43.5% |
| 5Y | +75.7% | +170.5% | -94.8% | +41.3% |
| All | +142.0% | +700.1% | -558.2% | +74.3% |
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