+145.4%
CNP vs RF
+241.8%
-96.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | -3.0% | +0.3% | -3.4% | -3.2% |
| 30D | +6.8% | +6.2% | +0.7% | +4.9% |
| 3M | +3.6% | -7.8% | +11.5% | +6.1% |
| 6M | 0.0% | +5.9% | -5.9% | -2.1% |
| YTD | +9.4% | +9.0% | +0.4% | +5.6% |
| 1Y | +6.8% | +19.3% | -12.4% | +0.1% |
| 3Y | +64.2% | +116.4% | -52.3% | +22.0% |
| 5Y | +76.0% | +46.0% | +30.0% | +44.3% |
| All | +145.4% | +241.8% | -96.3% | +35.6% |
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