+69.9%
CNP vs OMC
+29.1%
+40.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | +0.7% | -4.2% | +4.9% | +1.3% |
| 30D | -0.1% | -7.5% | +7.4% | +1.0% |
| 3M | -5.6% | +4.6% | -10.3% | -6.5% |
| 6M | -7.5% | -4.8% | -2.6% | -7.1% |
| YTD | +5.5% | -1.0% | +6.5% | +5.0% |
| 1Y | +8.3% | +3.8% | +4.5% | +6.8% |
| 3Y | +51.8% | +10.2% | +41.6% | +45.6% |
| 5Y | +69.9% | +29.7% | +40.2% | +50.0% |
| All | +69.9% | +29.1% | +40.8% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling