+772.6%
CNP vs KMX
+475.4%
+297.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | -1.8% | +11.7% | -13.5% | -3.0% |
| 3M | -4.6% | +34.9% | -39.5% | -7.8% |
| 6M | -8.8% | +50.3% | -59.1% | -13.2% |
| YTD | +5.2% | +63.8% | -58.6% | -0.9% |
| 1Y | +8.3% | +3.8% | +4.5% | +6.1% |
| 3Y | +54.9% | -24.3% | +79.2% | +54.7% |
| 5Y | +73.5% | -50.2% | +123.7% | +77.5% |
| 10Y | +139.1% | +5.4% | +133.7% | +125.0% |
| All | +772.6% | +475.4% | +297.2% | +704.0% |
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