+144.0%
CNP vs FN
+850.1%
-706.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.9% |
| 7D | -0.1% | +8.0% | -8.1% | -0.7% |
| 30D | +5.0% | -19.1% | +24.2% | +6.1% |
| 3M | +2.7% | -29.8% | +32.5% | +4.3% |
| 6M | -1.9% | -43.2% | +41.3% | +0.5% |
| YTD | +8.8% | -18.9% | +27.7% | +7.3% |
| 1Y | +5.6% | -17.9% | +23.5% | +3.8% |
| 3Y | +63.2% | +120.1% | -56.9% | +39.6% |
| 5Y | +73.8% | +206.7% | -132.9% | +38.6% |
| 10Y | +144.0% | +804.7% | -660.6% | +74.5% |
| All | +144.0% | +850.1% | -706.1% | +74.5% |
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