+1,007.6%
CNP vs IT
+6,105.9%
-5,098.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.2% |
| 7D | +1.1% | -6.0% | +7.1% | +1.9% |
| 30D | -1.8% | 0.0% | -1.8% | -2.0% |
| 3M | -4.6% | +13.1% | -17.7% | -6.9% |
| 6M | -8.8% | +11.7% | -20.5% | -11.3% |
| YTD | +5.2% | -26.1% | +31.3% | +7.5% |
| 1Y | +8.3% | -21.3% | +29.6% | +9.3% |
| 3Y | +54.9% | -46.7% | +101.6% | +62.4% |
| 5Y | +73.5% | -40.5% | +114.0% | +77.5% |
| 10Y | +139.1% | +103.9% | +35.2% | +106.3% |
| All | +1,007.6% | +6,105.9% | -5,098.3% | +568.1% |
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