+1,246.7%
CNP vs M
+396.5%
+850.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +1.1% | +4.7% | -3.6% | +0.5% |
| 30D | -1.8% | -9.6% | +7.8% | -0.5% |
| 3M | -4.6% | +0.9% | -5.5% | -5.1% |
| 6M | -8.8% | +22.3% | -31.1% | -11.9% |
| YTD | +5.2% | +6.5% | -1.3% | +3.4% |
| 1Y | +8.3% | +38.8% | -30.5% | +2.2% |
| 3Y | +54.9% | +115.9% | -61.0% | +32.1% |
| 5Y | +73.5% | +28.6% | +44.9% | +50.9% |
| 10Y | +139.1% | -2.5% | +141.7% | +88.1% |
| All | +1,246.7% | +396.5% | +850.2% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling