+84.9%
CNP vs FND
+66.0%
+18.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +1.1% | -5.2% | +6.3% | +1.9% |
| 30D | -1.8% | -19.9% | +18.0% | +1.5% |
| 3M | -4.6% | +2.7% | -7.4% | -5.7% |
| 6M | -8.8% | -21.7% | +12.8% | -6.3% |
| YTD | +5.2% | -17.5% | +22.7% | +6.8% |
| 1Y | +8.3% | -39.3% | +47.6% | +15.2% |
| 3Y | +54.9% | -49.8% | +104.7% | +64.8% |
| 5Y | +73.5% | -60.1% | +133.6% | +85.2% |
| All | +84.9% | +66.0% | +18.9% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling