+8.3%
CNP vs FTI
+108.8%
-100.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +1.1% | +5.3% | -4.2% | +1.1% |
| 30D | -1.8% | +15.3% | -17.2% | -1.6% |
| 3M | -4.6% | +15.8% | -20.4% | -4.2% |
| 6M | -8.8% | +22.6% | -31.4% | -8.2% |
| YTD | +5.2% | +79.5% | -74.3% | +6.3% |
| 1Y | +8.3% | +102.0% | -93.7% | +10.4% |
| All | +8.3% | +108.8% | -100.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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