+362.2%
CNP vs FTI
+1,731.3%
-1,369.1%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -3.0% | -3.3% | +0.2% | -2.3% |
| 30D | +6.8% | -7.2% | +14.1% | +8.3% |
| 3M | +3.6% | -12.9% | +16.5% | +6.4% |
| 6M | 0.0% | -7.9% | +7.8% | +1.0% |
| YTD | +9.4% | +45.2% | -35.8% | -0.3% |
| 1Y | +6.8% | +48.1% | -41.2% | -3.1% |
| 3Y | +64.2% | +205.0% | -140.8% | +22.8% |
| 5Y | +76.0% | +838.8% | -762.8% | -3.8% |
| 10Y | +143.3% | +174.8% | -31.5% | +51.9% |
| All | +362.2% | +1,731.3% | -1,369.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling