+91.1%
CNP vs FND
+68.8%
+22.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -0.1% | -4.4% | +4.3% | +0.6% |
| 30D | +5.0% | +14.5% | -9.5% | +2.6% |
| 3M | +2.7% | -15.6% | +18.3% | +4.9% |
| 6M | -1.9% | +4.7% | -6.6% | -3.7% |
| YTD | +8.8% | -16.1% | +24.9% | +9.7% |
| 1Y | +5.6% | -16.0% | +21.7% | +6.3% |
| 3Y | +63.2% | -35.5% | +98.7% | +65.4% |
| 5Y | +73.8% | -60.5% | +134.3% | +86.1% |
| All | +91.1% | +68.8% | +22.3% | +46.1% |
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 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