+127.6%
CNP vs FTV
+90.8%
+36.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +1.1% | -4.5% | +5.6% | +2.9% |
| 30D | -1.8% | -7.1% | +5.2% | +0.9% |
| 3M | -4.6% | -7.2% | +2.5% | -2.2% |
| 6M | -8.8% | -1.5% | -7.3% | -9.0% |
| YTD | +5.2% | +3.5% | +1.8% | +2.2% |
| 1Y | +8.3% | +20.3% | -12.0% | -1.7% |
| 3Y | +54.9% | -3.1% | +58.0% | +50.1% |
| 5Y | +73.5% | +2.3% | +71.2% | +60.2% |
| 10Y | +139.1% | +76.3% | +62.8% | +64.6% |
| All | +127.6% | +90.8% | +36.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling