+142.0%
CNP vs IT
+90.0%
+52.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +3.8% | -1.8% | +5.7% | +3.7% |
| 3M | +2.4% | +4.8% | -2.5% | +0.4% |
| 6M | -1.2% | +33.0% | -34.2% | -9.5% |
| YTD | +9.3% | -23.8% | +33.1% | +13.0% |
| 1Y | +6.4% | -16.5% | +23.0% | +7.2% |
| 3Y | +66.4% | -53.6% | +120.0% | +91.1% |
| 5Y | +75.7% | -42.1% | +117.8% | +81.8% |
| All | +142.0% | +90.0% | +52.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling