+66.4%
CNP vs KEY
+127.6%
-61.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.3% | +2.9% | -1.6% | +1.1% |
| 30D | +3.8% | +8.4% | -4.6% | +3.1% |
| 3M | +2.4% | -5.8% | +8.1% | +2.8% |
| 6M | -1.2% | +5.4% | -6.6% | -1.7% |
| YTD | +9.3% | +7.1% | +2.2% | +8.5% |
| 1Y | +6.4% | +26.8% | -20.4% | +4.0% |
| 3Y | +66.4% | +128.7% | -62.3% | +40.8% |
| All | +66.4% | +127.6% | -61.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling