+144.0%
CNP vs P
+686.0%
-542.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.0% |
| 7D | -0.1% | -4.7% | +4.6% | +0.2% |
| 30D | +5.0% | -31.4% | +36.5% | +8.2% |
| 3M | +2.7% | -2.6% | +5.3% | +2.1% |
| 6M | -1.9% | +21.9% | -23.8% | -5.2% |
| YTD | +8.8% | +58.9% | -50.2% | +1.6% |
| 1Y | +5.6% | +21.7% | -16.1% | +0.7% |
| 3Y | +63.2% | +193.3% | -130.1% | +31.7% |
| 5Y | +73.8% | +275.1% | -201.4% | +30.0% |
| 10Y | +144.0% | +655.3% | -511.3% | +51.6% |
| All | +144.0% | +686.0% | -542.0% | +51.6% |
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