+72.4%
CNP vs RF
+45.7%
+26.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +4.0% | +5.6% | -1.5% | +3.1% |
| 3M | +1.6% | -8.9% | +10.5% | +3.1% |
| 6M | -1.7% | +7.1% | -8.8% | -2.9% |
| YTD | +8.6% | +8.3% | +0.3% | +6.8% |
| 1Y | +5.8% | +16.8% | -11.0% | +2.6% |
| 3Y | +63.0% | +115.0% | -52.0% | +37.7% |
| All | +72.4% | +45.7% | +26.7% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling