+921.3%
CNP vs PAAS
+1,235.6%
-314.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | -1.8% | +6.8% | -8.6% | -2.4% |
| 3M | -4.6% | -2.9% | -1.8% | -4.8% |
| 6M | -8.8% | -16.4% | +7.6% | -8.2% |
| YTD | +5.2% | 0.0% | +5.2% | +4.1% |
| 1Y | +8.3% | +54.3% | -46.0% | +3.2% |
| 3Y | +54.9% | +230.7% | -175.8% | +36.9% |
| 5Y | +73.5% | +111.6% | -38.1% | +56.6% |
| 10Y | +139.1% | +211.7% | -72.6% | +101.7% |
| All | +921.3% | +1,235.6% | -314.3% | +709.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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