+134.8%
CNP vs RF
+279.4%
-144.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | +5.5% | +6.0% | -0.5% | +3.7% |
| 3M | +0.6% | -8.9% | +9.5% | +3.3% |
| 6M | -2.8% | +2.3% | -5.2% | -3.9% |
| YTD | +7.9% | +7.6% | +0.3% | +4.6% |
| 1Y | +6.7% | +21.2% | -14.5% | -0.5% |
| 3Y | +61.1% | +108.5% | -47.4% | +21.6% |
| 5Y | +73.0% | +43.2% | +29.7% | +43.1% |
| All | +134.8% | +279.4% | -144.6% | +36.3% |
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