+215.8%
CNP vs P
+469.1%
-253.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | -4.2% | -23.8% | +19.6% | -2.1% |
| 30D | +5.5% | -36.6% | +42.2% | +9.3% |
| 3M | +0.6% | +10.9% | -10.3% | -1.2% |
| 6M | -2.8% | +30.0% | -32.8% | -6.6% |
| YTD | +7.9% | +44.4% | -36.5% | +2.1% |
| 1Y | +6.7% | +3.9% | +2.7% | +3.5% |
| 3Y | +61.1% | +176.6% | -115.5% | +33.3% |
| 5Y | +73.0% | +249.3% | -176.3% | +34.4% |
| 10Y | +141.9% | +726.9% | -585.0% | +58.9% |
| All | +215.8% | +469.1% | -253.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling