+65.6%
CNP vs PTC
+29.2%
+36.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +5.0% | +0.9% | +4.1% | +5.0% |
| 3M | +2.7% | +30.4% | -27.7% | +2.1% |
| 6M | -1.9% | +34.4% | -36.3% | -2.5% |
| YTD | +8.8% | +12.6% | -3.8% | +9.4% |
| 1Y | +5.6% | +10.2% | -4.5% | +6.4% |
| All | +65.6% | +29.2% | +36.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling