-7.5%
CNP vs KEYS
+23.5%
-31.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.9% |
| 7D | +0.7% | +2.9% | -2.3% | +0.7% |
| 30D | -0.1% | -1.3% | +1.3% | 0.0% |
| 3M | -5.6% | -0.1% | -5.5% | -5.8% |
| 6M | -7.5% | +17.4% | -24.9% | -8.2% |
| All | -7.5% | +23.5% | -31.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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