-8.8%
CNP vs KEY
+9.7%
-18.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.9% |
| 30D | -1.8% | -3.0% | +1.2% | -1.5% |
| 3M | -4.6% | +3.3% | -8.0% | -5.0% |
| 6M | -8.8% | +9.2% | -18.0% | -9.2% |
| All | -8.8% | +9.7% | -18.5% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling