+142.0%
CNP vs PSA
+132.6%
+9.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.3% | -1.4% | +2.7% | +2.0% |
| 30D | +3.8% | +15.2% | -11.4% | -3.2% |
| 3M | +2.4% | +2.2% | +0.1% | +1.0% |
| 6M | -1.2% | +11.7% | -12.8% | -6.7% |
| YTD | +9.3% | +32.0% | -22.7% | -5.7% |
| 1Y | +6.4% | +26.3% | -19.8% | -6.2% |
| 3Y | +66.4% | +52.4% | +14.0% | +28.8% |
| 5Y | +75.7% | +26.3% | +49.4% | +46.5% |
| All | +142.0% | +132.6% | +9.4% | +37.6% |
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