+574.7%
CNP vs PSKY
-42.2%
+616.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | -1.8% | +24.0% | -25.8% | -5.8% |
| 3M | -4.6% | +2.2% | -6.8% | -5.4% |
| 6M | -8.8% | -9.0% | +0.1% | -8.2% |
| YTD | +5.2% | -18.1% | +23.4% | +7.4% |
| 1Y | +8.3% | -25.1% | +33.4% | +11.1% |
| 3Y | +54.9% | -16.3% | +71.2% | +45.1% |
| 5Y | +73.5% | -70.4% | +143.9% | +93.0% |
| 10Y | +139.1% | -74.2% | +213.3% | +135.1% |
| All | +574.7% | -42.2% | +616.9% | +393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling