+807.1%
CNP vs KMX
+392.6%
+414.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -3.0% | +1.5% | -4.6% | -3.2% |
| 30D | +6.8% | +3.0% | +3.8% | +6.4% |
| 3M | +3.6% | -7.8% | +11.4% | +4.3% |
| 6M | 0.0% | +34.3% | -34.3% | -3.5% |
| YTD | +9.4% | +40.2% | -30.8% | +4.5% |
| 1Y | +6.8% | +63.0% | -56.1% | +0.3% |
| 3Y | +64.2% | -14.5% | +78.6% | +61.7% |
| 5Y | +76.0% | -64.3% | +140.4% | +86.4% |
| 10Y | +143.3% | +2.8% | +140.6% | +130.0% |
| All | +807.1% | +392.6% | +414.5% | +747.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling