+142.0%
CNP vs P
+652.0%
-510.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +1.3% | +11.6% | -10.3% | +0.3% |
| 30D | +3.8% | -23.7% | +27.5% | +6.0% |
| 3M | +2.4% | -8.0% | +10.3% | +2.3% |
| 6M | -1.2% | +27.9% | -29.1% | -5.0% |
| YTD | +9.3% | +61.2% | -51.9% | +1.9% |
| 1Y | +6.4% | +28.6% | -22.2% | +0.9% |
| 3Y | +66.4% | +200.5% | -134.1% | +33.8% |
| 5Y | +75.7% | +282.9% | -207.3% | +31.2% |
| All | +142.0% | +652.0% | -510.1% | +50.6% |
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