+144.0%
CNP vs M
-5.1%
+149.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -0.1% | -3.3% | +3.2% | +0.2% |
| 30D | +5.0% | +8.1% | -3.0% | +4.0% |
| 3M | +2.7% | +2.2% | +0.4% | +2.1% |
| 6M | -1.9% | +35.1% | -37.0% | -5.8% |
| YTD | +8.8% | +15.8% | -7.1% | +5.9% |
| 1Y | +5.6% | +25.8% | -20.2% | +1.7% |
| 3Y | +63.2% | +156.2% | -93.0% | +38.9% |
| 5Y | +73.8% | -2.4% | +76.1% | +61.6% |
| 10Y | +144.0% | -7.1% | +151.1% | +62.3% |
| All | +144.0% | -5.1% | +149.1% | +62.3% |
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