+139.9%
CNP vs IT
+88.4%
+51.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +0.7% | -9.1% | +9.8% | +2.5% |
| 30D | -0.1% | -12.2% | +12.1% | +2.3% |
| 3M | -5.6% | +7.8% | -13.4% | -8.5% |
| 6M | -7.5% | +2.0% | -9.5% | -10.0% |
| YTD | +5.5% | -32.7% | +38.2% | +12.7% |
| 1Y | +8.3% | -31.1% | +39.4% | +14.2% |
| 3Y | +51.8% | -52.1% | +103.8% | +69.9% |
| 5Y | +69.9% | -46.3% | +116.2% | +77.5% |
| 10Y | +139.9% | +91.4% | +48.6% | +47.8% |
| All | +139.9% | +88.4% | +51.5% | +47.8% |
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