+74.6%
CNP vs FND
-60.4%
+135.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.1% |
| 7D | -4.3% | +8.5% | -12.8% | -5.0% |
| 30D | +5.7% | +17.2% | -11.5% | +4.3% |
| 3M | +0.9% | -14.9% | +15.8% | +2.0% |
| 6M | -1.1% | +3.1% | -4.2% | -1.8% |
| YTD | +8.3% | -12.4% | +20.7% | +8.5% |
| 1Y | +5.9% | -10.0% | +15.9% | +5.7% |
| 3Y | +64.6% | -31.3% | +96.0% | +65.2% |
| 5Y | +74.6% | -60.3% | +134.9% | +76.4% |
| All | +74.6% | -60.4% | +135.0% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling