+140.6%
CNP vs RF
+219.4%
-78.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +4.0% | +5.6% | -1.5% | +2.3% |
| 3M | +1.6% | -8.9% | +10.5% | +4.4% |
| 6M | -1.7% | +7.1% | -8.8% | -4.1% |
| YTD | +8.6% | +8.3% | +0.3% | +5.1% |
| 1Y | +5.8% | +16.8% | -11.0% | -0.2% |
| 3Y | +63.0% | +115.0% | -52.0% | +21.3% |
| 5Y | +74.7% | +46.4% | +28.3% | +42.9% |
| All | +140.6% | +219.4% | -78.9% | +34.5% |
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