+139.9%
CNP vs KEY
+167.1%
-27.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -0.1% | -3.3% | +3.2% | +0.7% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -7.5% | +12.5% | -20.0% | -10.5% |
| YTD | +5.5% | +8.4% | -2.9% | +2.8% |
| 1Y | +8.3% | +18.4% | -10.1% | +2.9% |
| 3Y | +51.8% | +123.3% | -71.6% | +16.5% |
| 5Y | +69.9% | +38.8% | +31.1% | +42.0% |
| 10Y | +139.9% | +169.3% | -29.4% | +53.3% |
| All | +139.9% | +167.1% | -27.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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