+74.6%
CNP vs FTI
+771.0%
-696.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -4.3% | -4.3% | 0.0% | -4.0% |
| 30D | +5.7% | -8.0% | +13.8% | +6.4% |
| 3M | +0.9% | -8.0% | +9.0% | +1.5% |
| 6M | -1.1% | -8.7% | +7.6% | -0.6% |
| YTD | +8.3% | +43.9% | -35.6% | +4.3% |
| 1Y | +5.9% | +49.8% | -43.9% | +1.6% |
| 3Y | +64.6% | +211.7% | -147.1% | +44.4% |
| 5Y | +74.6% | +781.6% | -707.0% | +30.2% |
| All | +74.6% | +771.0% | -696.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling