+173.0%
CNP vs PR
+160.5%
+12.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -3.2% |
| 7D | -1.3% | -12.1% | +10.8% | -0.8% |
| 30D | +8.7% | +0.9% | +7.8% | +8.6% |
| 3M | -0.7% | +10.1% | -10.8% | -1.2% |
| 6M | -4.2% | +1.1% | -5.3% | -4.4% |
| YTD | +8.9% | +63.7% | -54.8% | +6.2% |
| 1Y | +8.3% | +87.0% | -78.7% | +5.0% |
| 3Y | +61.8% | +70.7% | -9.0% | +56.4% |
| 5Y | +75.7% | +246.8% | -171.1% | +62.2% |
| 10Y | +144.1% | +72.6% | +71.5% | +113.4% |
| All | +173.0% | +160.5% | +12.5% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling