+73.9%
CNP vs REPL
-35.6%
+109.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.6% |
| 7D | -4.2% | +22.8% | -27.0% | -4.4% |
| 30D | +5.5% | +63.8% | -58.3% | +5.0% |
| 3M | +0.6% | +68.1% | -67.5% | 0.0% |
| 6M | -2.8% | +528.5% | -531.3% | -6.0% |
| YTD | +7.9% | +122.4% | -114.6% | +5.0% |
| 1Y | +6.7% | +154.4% | -147.7% | +3.6% |
| 3Y | +61.1% | +68.0% | -6.9% | +50.3% |
| All | +73.9% | -35.6% | +109.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling