+1,051.4%
CNP vs IT
+6,189.1%
-5,137.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -3.0% | -7.5% | +4.5% | -2.1% |
| 30D | +6.8% | -1.2% | +8.0% | +6.7% |
| 3M | +3.6% | -2.2% | +5.8% | +3.3% |
| 6M | 0.0% | +19.1% | -19.1% | -3.7% |
| YTD | +9.4% | -25.1% | +34.5% | +11.0% |
| 1Y | +6.8% | -17.4% | +24.2% | +6.9% |
| 3Y | +64.2% | -54.1% | +118.3% | +75.2% |
| 5Y | +76.0% | -42.7% | +118.7% | +80.3% |
| 10Y | +143.3% | +88.1% | +55.2% | +110.8% |
| All | +1,051.4% | +6,189.1% | -5,137.7% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling