+73.9%
CNP vs FTV
+13.4%
+60.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | +5.5% | +15.7% | -10.1% | +2.3% |
| 3M | +0.6% | +7.5% | -7.0% | -1.1% |
| 6M | -2.8% | +8.5% | -11.3% | -4.7% |
| YTD | +7.9% | +18.8% | -10.9% | +3.1% |
| 1Y | +6.7% | +28.5% | -21.9% | 0.0% |
| 3Y | +61.1% | +34.0% | +27.1% | +45.2% |
| All | +73.9% | +13.4% | +60.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling