+53.1%
CNP vs OMC
+12.9%
+40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +1.6% | -5.8% | +7.4% | +2.3% |
| 30D | -0.8% | -4.8% | +4.0% | -0.3% |
| 3M | -3.6% | +9.2% | -12.8% | -4.6% |
| 6M | -6.9% | -2.5% | -4.5% | -6.8% |
| YTD | +6.4% | +2.6% | +3.9% | +5.8% |
| 1Y | +9.9% | +5.9% | +4.0% | +8.7% |
| 3Y | +53.1% | +14.2% | +38.9% | +42.3% |
| All | +53.1% | +12.9% | +40.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling