+139.8%
CNP vs RF
+277.2%
-137.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +5.7% | +7.0% | -1.3% | +3.5% |
| 3M | +0.9% | -7.0% | +7.9% | +3.0% |
| 6M | -1.1% | +6.8% | -7.8% | -3.4% |
| YTD | +8.3% | +9.9% | -1.7% | +4.3% |
| 1Y | +5.9% | +21.1% | -15.2% | -1.2% |
| 3Y | +64.6% | +119.6% | -55.0% | +21.9% |
| 5Y | +74.6% | +46.2% | +28.4% | +43.3% |
| 10Y | +139.8% | +261.5% | -121.7% | +33.8% |
| All | +139.8% | +277.2% | -137.4% | +33.8% |
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