+4.6%
CNP vs PSLV
+49.9%
-45.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.4% | -3.5% | +2.0% | -1.5% |
| 30D | -2.9% | -2.1% | -0.8% | -2.9% |
| 3M | -7.5% | -1.6% | -5.9% | -7.4% |
| 6M | -7.9% | -25.5% | +17.6% | -7.8% |
| YTD | +3.7% | -11.4% | +15.2% | +4.0% |
| 1Y | +4.6% | +48.6% | -44.0% | +6.0% |
| All | +4.6% | +49.9% | -45.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling