+1,812.7%
CNP vs KEY
+1,050.5%
+762.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | -1.8% | -3.0% | +1.2% | -1.3% |
| 3M | -4.6% | +3.3% | -8.0% | -5.3% |
| 6M | -8.8% | +9.2% | -18.0% | -10.6% |
| YTD | +5.2% | +10.6% | -5.4% | +2.8% |
| 1Y | +8.3% | +20.4% | -12.1% | +3.8% |
| 3Y | +54.9% | +121.8% | -67.0% | +28.1% |
| 5Y | +73.5% | +41.1% | +32.4% | +51.3% |
| 10Y | +139.1% | +168.5% | -29.4% | +76.0% |
| All | +1,812.7% | +1,050.5% | +762.2% | +900.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling