+328.1%
CNP vs PSLV
+115.4%
+212.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | +1.6% | +2.7% | -1.0% | +1.4% |
| 30D | -0.8% | +3.5% | -4.2% | -1.2% |
| 3M | -3.6% | +0.3% | -3.8% | -3.9% |
| 6M | -6.9% | -21.0% | +14.1% | -5.2% |
| YTD | +6.4% | -8.9% | +15.3% | +4.7% |
| 1Y | +9.9% | +54.0% | -44.0% | +0.1% |
| 3Y | +53.1% | +175.4% | -122.4% | +26.8% |
| 5Y | +72.0% | +157.7% | -85.7% | +42.6% |
| 10Y | +131.5% | +184.9% | -53.4% | +83.0% |
| All | +328.1% | +115.4% | +212.7% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling