+143.3%
CNP vs M
-3.0%
+146.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -3.0% | +5.0% | -8.1% | -3.7% |
| 30D | +6.8% | +10.6% | -3.8% | +5.5% |
| 3M | +3.6% | +1.6% | +2.1% | +3.2% |
| 6M | 0.0% | +30.8% | -30.9% | -3.6% |
| YTD | +9.4% | +16.9% | -7.5% | +6.4% |
| 1Y | +6.8% | +26.3% | -19.4% | +2.8% |
| 3Y | +64.2% | +158.6% | -94.5% | +39.6% |
| 5Y | +76.0% | +2.1% | +73.9% | +62.6% |
| 10Y | +143.3% | -4.3% | +147.7% | +61.5% |
| All | +143.3% | -3.0% | +146.4% | +61.5% |
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