+142.0%
CNP vs FTI
+189.4%
-47.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +1.3% | +4.3% | -3.0% | +0.6% |
| 30D | +3.8% | -4.7% | +8.5% | +4.5% |
| 3M | +2.4% | -13.5% | +15.9% | +4.6% |
| 6M | -1.2% | -8.7% | +7.5% | -0.2% |
| YTD | +9.3% | +49.0% | -39.7% | +1.1% |
| 1Y | +6.4% | +54.0% | -47.6% | -2.2% |
| 3Y | +66.4% | +211.6% | -145.3% | +31.1% |
| 5Y | +75.7% | +881.9% | -806.2% | +5.1% |
| All | +142.0% | +189.4% | -47.4% | +35.2% |
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