+1,035.2%
CNP vs IT
+6,228.4%
-5,193.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.8% | +2.2% |
| 7D | -4.2% | -16.9% | +12.7% | -2.1% |
| 30D | +5.5% | +2.3% | +3.2% | +4.9% |
| 3M | +0.6% | +2.9% | -2.3% | -0.4% |
| 6M | -2.8% | +25.9% | -28.7% | -7.2% |
| YTD | +7.9% | -24.6% | +32.5% | +9.3% |
| 1Y | +6.7% | -16.0% | +22.7% | +6.5% |
| 3Y | +61.1% | -51.6% | +112.7% | +70.7% |
| 5Y | +73.0% | -42.6% | +115.6% | +77.2% |
| 10Y | +141.9% | +103.6% | +38.3% | +107.7% |
| All | +1,035.2% | +6,228.4% | -5,193.2% | +579.7% |
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