+132.3%
CNP vs M
-1.9%
+134.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +1.1% | +4.7% | -3.6% | +0.6% |
| 30D | -1.8% | -9.6% | +7.8% | -0.7% |
| 3M | -4.6% | +0.9% | -5.5% | -5.0% |
| 6M | -8.8% | +22.3% | -31.1% | -11.4% |
| YTD | +5.2% | +6.5% | -1.3% | +3.7% |
| 1Y | +8.3% | +38.8% | -30.5% | +3.1% |
| 3Y | +54.9% | +115.9% | -61.0% | +34.8% |
| 5Y | +73.5% | +28.6% | +44.9% | +53.0% |
| All | +132.3% | -1.9% | +134.2% | +54.2% |
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