+5.8%
CNP vs FND
-23.0%
+28.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | 0.0% |
| 7D | +2.5% | -5.1% | +7.6% | +2.6% |
| 30D | +4.0% | +9.2% | -5.2% | +3.7% |
| 3M | +1.6% | -17.7% | +19.3% | +1.8% |
| 6M | -1.7% | +2.5% | -4.2% | -1.7% |
| YTD | +8.6% | -19.8% | +28.4% | +8.8% |
| All | +5.8% | -23.0% | +28.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling