+64.2%
CNP vs P
+187.1%
-122.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.0% |
| 7D | -3.0% | -13.3% | +10.3% | -3.1% |
| 30D | +6.8% | -34.0% | +40.8% | +6.4% |
| 3M | +3.6% | +4.1% | -0.4% | +3.8% |
| 6M | 0.0% | +30.5% | -30.5% | +0.6% |
| YTD | +9.4% | +52.2% | -42.8% | +10.3% |
| 1Y | +6.8% | +10.3% | -3.5% | +7.4% |
| 3Y | +64.2% | +180.9% | -116.7% | +69.1% |
| All | +64.2% | +187.1% | -122.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling