+139.9%
CNP vs PSA
+98.4%
+41.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.2% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | -0.1% | -9.6% | +9.5% | +4.8% |
| 3M | -5.6% | -7.9% | +2.3% | -2.0% |
| 6M | -7.5% | -2.0% | -5.5% | -7.2% |
| YTD | +5.5% | +15.7% | -10.2% | -2.8% |
| 1Y | +8.3% | +5.8% | +2.6% | +4.2% |
| 3Y | +51.8% | +21.6% | +30.2% | +31.9% |
| 5Y | +69.9% | +13.1% | +56.7% | +49.0% |
| 10Y | +139.9% | +101.3% | +38.7% | +46.6% |
| All | +139.9% | +98.4% | +41.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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