+74.4%
CNP vs PR
+433.6%
-359.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +1.1% | +2.9% | -1.8% | +0.9% |
| 30D | -1.8% | +18.0% | -19.9% | -2.9% |
| 3M | -4.6% | +16.9% | -21.5% | -5.6% |
| 6M | -8.8% | +28.2% | -37.1% | -10.4% |
| YTD | +5.2% | +69.3% | -64.1% | +1.6% |
| 1Y | +8.3% | +69.5% | -61.2% | +4.4% |
| 3Y | +54.9% | +81.7% | -26.8% | +46.8% |
| All | +74.4% | +433.6% | -359.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling