+134.8%
CNP vs PR
+66.0%
+68.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -4.2% | -16.4% | +12.2% | -3.4% |
| 30D | +5.5% | -1.9% | +7.4% | +5.6% |
| 3M | +0.6% | +8.0% | -7.4% | +0.1% |
| 6M | -2.8% | +4.1% | -6.9% | -3.2% |
| YTD | +7.9% | +58.7% | -50.8% | +5.3% |
| 1Y | +6.7% | +75.8% | -69.2% | +3.6% |
| 3Y | +61.1% | +73.2% | -12.0% | +55.6% |
| 5Y | +73.0% | +230.1% | -157.2% | +59.8% |
| All | +134.8% | +66.0% | +68.8% | +105.9% |
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