+53.1%
CNP vs FTV
-3.2%
+56.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -0.8% | -8.3% | +7.5% | +0.1% |
| 3M | -3.6% | -7.4% | +3.8% | -2.8% |
| 6M | -6.9% | -1.2% | -5.7% | -6.9% |
| YTD | +6.4% | +2.7% | +3.7% | +5.8% |
| 1Y | +9.9% | +18.4% | -8.5% | +7.2% |
| 3Y | +53.1% | -2.0% | +55.1% | +52.6% |
| All | +53.1% | -3.2% | +56.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling