+8.3%
CNP vs P
+19.7%
-11.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.5% | -3.6% |
| 7D | -1.3% | -19.4% | +18.0% | -1.6% |
| 30D | +8.7% | -22.3% | +31.0% | +8.4% |
| 3M | -0.7% | +33.2% | -33.9% | -0.1% |
| 6M | -4.2% | +53.6% | -57.8% | -3.1% |
| YTD | +8.9% | +66.8% | -57.9% | +10.4% |
| 1Y | +8.3% | +17.5% | -9.2% | +9.2% |
| All | +8.3% | +19.7% | -11.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling