+64.6%
CNP vs PSA
+52.1%
+12.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -4.3% | +1.5% | -5.8% | -4.8% |
| 30D | +5.7% | +16.7% | -10.9% | +0.6% |
| 3M | +0.9% | +4.0% | -3.1% | -0.5% |
| 6M | -1.1% | +10.9% | -11.9% | -4.5% |
| YTD | +8.3% | +34.2% | -26.0% | -1.9% |
| 1Y | +5.9% | +26.6% | -20.7% | -2.3% |
| 3Y | +64.6% | +54.7% | +9.9% | +34.3% |
| All | +64.6% | +52.1% | +12.6% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling