+74.7%
CNP vs REPL
-35.3%
+109.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +2.5% | +9.8% | -7.3% | +2.4% |
| 30D | +4.0% | +81.5% | -77.5% | +3.4% |
| 3M | +1.6% | +44.2% | -42.6% | +1.2% |
| 6M | -1.7% | +437.4% | -439.1% | -4.5% |
| YTD | +8.6% | +126.1% | -117.5% | +5.7% |
| 1Y | +5.8% | +143.1% | -137.3% | +2.9% |
| 3Y | +63.0% | +97.8% | -34.8% | +50.8% |
| 5Y | +74.7% | -34.3% | +108.9% | +63.0% |
| All | +74.7% | -35.3% | +109.9% | +63.0% |
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 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