+140.6%
CNP vs M
-8.5%
+149.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +4.0% | +7.0% | -3.0% | +3.1% |
| 3M | +1.6% | +3.1% | -1.5% | +1.0% |
| 6M | -1.7% | +33.5% | -35.2% | -5.5% |
| YTD | +8.6% | +13.4% | -4.8% | +6.0% |
| 1Y | +5.8% | +22.4% | -16.6% | +2.2% |
| 3Y | +63.0% | +150.9% | -87.9% | +39.0% |
| 5Y | +74.7% | -3.0% | +77.7% | +62.5% |
| All | +140.6% | -8.5% | +149.0% | +60.0% |
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