+86.8%
CNP vs REPL
+39.1%
+47.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | -4.3% | +14.2% | -18.5% | -4.7% |
| 30D | +5.7% | +65.9% | -60.1% | +4.2% |
| 3M | +0.9% | +84.6% | -83.7% | -1.0% |
| 6M | -1.1% | +446.9% | -448.0% | -8.4% |
| YTD | +8.3% | +129.0% | -120.8% | +1.0% |
| 1Y | +5.9% | +167.9% | -162.0% | -1.8% |
| 3Y | +64.6% | +93.9% | -29.3% | +38.0% |
| 5Y | +74.6% | -33.0% | +107.6% | +55.9% |
| All | +86.8% | +39.1% | +47.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling