+142.0%
CNP vs RF
+223.4%
-81.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | +3.8% | +7.3% | -3.5% | +1.6% |
| 3M | +2.4% | -7.9% | +10.3% | +4.8% |
| 6M | -1.2% | +10.5% | -11.7% | -4.5% |
| YTD | +9.3% | +9.6% | -0.4% | +5.3% |
| 1Y | +6.4% | +20.3% | -13.9% | -0.6% |
| 3Y | +66.4% | +119.5% | -53.2% | +23.0% |
| 5Y | +75.7% | +48.2% | +27.5% | +43.2% |
| All | +142.0% | +223.4% | -81.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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