+74.4%
CNP vs FN
+289.0%
-214.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | +1.1% | -1.7% | +2.8% | +1.1% |
| 30D | -1.8% | -22.0% | +20.2% | -1.4% |
| 3M | -4.6% | -43.0% | +38.4% | -3.7% |
| 6M | -8.8% | -27.7% | +18.9% | -8.7% |
| YTD | +5.2% | -10.5% | +15.8% | +4.5% |
| 1Y | +8.3% | +12.5% | -4.2% | +6.5% |
| 3Y | +54.9% | +153.8% | -98.9% | +41.8% |
| All | +74.4% | +289.0% | -214.6% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling