+145.4%
CNP vs P
+652.6%
-507.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -3.0% | -13.3% | +10.3% | -1.9% |
| 30D | +6.8% | -34.0% | +40.8% | +10.5% |
| 3M | +3.6% | +4.1% | -0.4% | +2.3% |
| 6M | 0.0% | +30.5% | -30.5% | -4.2% |
| YTD | +9.4% | +52.2% | -42.8% | +2.6% |
| 1Y | +6.8% | +10.3% | -3.5% | +2.9% |
| 3Y | +64.2% | +180.9% | -116.7% | +33.0% |
| 5Y | +76.0% | +259.7% | -183.7% | +32.2% |
| All | +145.4% | +652.6% | -507.2% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling