+70.0%
CNP vs RF
+42.4%
+27.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | -5.3% | -1.6% | -3.7% | -5.1% |
| 30D | +3.7% | +5.0% | -1.4% | +2.8% |
| 3M | -1.1% | -10.0% | +8.9% | +0.5% |
| 6M | -7.1% | +3.3% | -10.4% | -7.8% |
| YTD | +6.0% | +7.9% | -1.9% | +4.3% |
| 1Y | +5.2% | +21.2% | -16.0% | +1.4% |
| 3Y | +57.5% | +105.8% | -48.3% | +34.3% |
| 5Y | +70.0% | +43.7% | +26.3% | +54.7% |
| All | +70.0% | +42.4% | +27.6% | +54.7% |
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