+1,812.7%
CNP vs OMC
+6,006.3%
-4,193.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | +1.1% | -6.4% | +7.5% | +2.7% |
| 30D | -1.8% | +1.1% | -2.9% | -2.2% |
| 3M | -4.6% | +10.4% | -15.1% | -7.3% |
| 6M | -8.8% | -1.7% | -7.1% | -9.0% |
| YTD | +5.2% | +4.4% | +0.8% | +2.8% |
| 1Y | +8.3% | +8.4% | -0.1% | +4.5% |
| 3Y | +54.9% | +14.4% | +40.5% | +45.0% |
| 5Y | +73.5% | +33.9% | +39.6% | +53.1% |
| 10Y | +139.1% | +34.9% | +104.3% | +105.5% |
| All | +1,812.7% | +6,006.3% | -4,193.6% | +1,016.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling