+69.3%
CNP vs PSLV
+148.4%
-79.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -1.3% |
| 7D | -2.2% | -4.9% | +2.7% | -1.9% |
| 30D | -2.1% | -1.9% | -0.2% | -2.0% |
| 3M | -7.9% | +4.2% | -12.1% | -8.3% |
| 6M | -8.3% | -27.6% | +19.3% | -6.5% |
| YTD | +3.8% | -11.7% | +15.4% | +1.8% |
| 1Y | +5.9% | +49.3% | -43.4% | -4.1% |
| 3Y | +49.3% | +167.1% | -117.9% | +18.9% |
| 5Y | +69.3% | +151.7% | -82.4% | +33.0% |
| All | +69.3% | +148.4% | -79.1% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling