+143.3%
CNP vs PR
+65.1%
+78.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -3.0% | -9.5% | +6.5% | -2.6% |
| 30D | +6.8% | -5.7% | +12.5% | +7.1% |
| 3M | +3.6% | +3.0% | +0.7% | +3.4% |
| 6M | 0.0% | +11.8% | -11.8% | -0.7% |
| YTD | +9.4% | +58.5% | -49.1% | +6.8% |
| 1Y | +6.8% | +69.9% | -63.0% | +4.0% |
| 3Y | +64.2% | +84.9% | -20.7% | +58.0% |
| 5Y | +76.0% | +246.4% | -170.4% | +62.4% |
| 10Y | +143.3% | +70.3% | +73.0% | +114.2% |
| All | +143.3% | +65.1% | +78.3% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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