+74.4%
CNP vs REPL
-54.3%
+128.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.8% |
| 7D | +1.1% | -3.0% | +4.1% | +1.1% |
| 30D | -1.8% | +27.1% | -29.0% | -2.1% |
| 3M | -4.6% | +52.4% | -57.0% | -5.5% |
| 6M | -8.8% | +107.4% | -116.3% | -11.2% |
| YTD | +5.2% | +54.7% | -49.5% | +2.9% |
| 1Y | +8.3% | +158.9% | -150.6% | +4.1% |
| 3Y | +54.9% | -23.7% | +78.6% | +48.7% |
| All | +74.4% | -54.3% | +128.7% | +62.2% |
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