+134.8%
CNP vs M
-4.2%
+139.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.2% |
| 7D | -4.2% | -4.3% | +0.1% | -3.8% |
| 30D | +5.5% | +1.3% | +4.3% | +5.2% |
| 3M | +0.6% | -7.4% | +7.9% | +1.2% |
| 6M | -2.8% | +18.3% | -21.2% | -5.3% |
| YTD | +7.9% | +7.6% | +0.3% | +6.0% |
| 1Y | +6.7% | +17.4% | -10.7% | +3.5% |
| 3Y | +61.1% | +108.4% | -47.2% | +40.8% |
| 5Y | +73.0% | -10.6% | +83.6% | +62.7% |
| All | +134.8% | -4.2% | +139.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling