+132.5%
CNP vs KMX
+10.2%
+122.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.2% | -3.4% | +1.2% | -1.5% |
| 30D | -2.1% | +4.0% | -6.1% | -2.9% |
| 3M | -7.9% | +24.8% | -32.7% | -12.3% |
| 6M | -8.3% | +43.6% | -51.9% | -15.8% |
| YTD | +3.8% | +56.6% | -52.8% | -7.1% |
| 1Y | +5.9% | +2.2% | +3.6% | +2.5% |
| 3Y | +49.3% | -25.4% | +74.7% | +50.1% |
| 5Y | +69.3% | -55.0% | +124.3% | +88.4% |
| All | +132.5% | +10.2% | +122.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KMX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling