+1,876.8%
CNP vs PSA
+15,943.7%
-14,066.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | +5.0% | +16.2% | -11.2% | +0.6% |
| 3M | +2.7% | +4.3% | -1.7% | +1.3% |
| 6M | -1.9% | +9.9% | -11.8% | -4.6% |
| YTD | +8.8% | +33.3% | -24.5% | -0.1% |
| 1Y | +5.6% | +25.8% | -20.2% | -1.5% |
| 3Y | +63.2% | +54.8% | +8.4% | +42.3% |
| 5Y | +73.8% | +27.5% | +46.2% | +58.7% |
| 10Y | +144.0% | +134.5% | +9.5% | +89.3% |
| All | +1,876.8% | +15,943.7% | -14,066.9% | +768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling