+139.9%
CNP vs FTI
+297.7%
-157.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | -0.1% | +5.0% | -5.1% | -0.9% |
| 3M | -5.6% | +13.8% | -19.5% | -7.9% |
| 6M | -7.5% | +22.9% | -30.4% | -11.1% |
| YTD | +5.5% | +75.0% | -69.5% | -4.8% |
| 1Y | +8.3% | +96.9% | -88.5% | -4.4% |
| 3Y | +51.8% | +276.7% | -225.0% | +15.9% |
| 5Y | +69.9% | +1,157.0% | -1,087.1% | -3.1% |
| 10Y | +139.9% | +310.7% | -170.7% | +28.5% |
| All | +139.9% | +297.7% | -157.7% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling