+72.0%
CNP vs PSKY
-70.7%
+142.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.6% | +2.4% | -0.7% | +1.5% |
| 30D | -0.8% | +17.5% | -18.3% | -1.5% |
| 3M | -3.6% | +4.4% | -8.0% | -3.8% |
| 6M | -6.9% | -9.0% | +2.1% | -6.7% |
| YTD | +6.4% | -18.6% | +25.0% | +7.1% |
| 1Y | +9.9% | -27.7% | +37.7% | +11.1% |
| 3Y | +53.1% | -16.9% | +70.0% | +51.1% |
| 5Y | +72.0% | -70.3% | +142.2% | +74.0% |
| All | +72.0% | -70.7% | +142.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling