+6.7%
CNP vs ROIV
+93.5%
-86.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.4% | +1.7% |
| 7D | -4.2% | +5.3% | -9.5% | -4.2% |
| 30D | +5.5% | +11.9% | -6.4% | +5.5% |
| 3M | +0.6% | +10.7% | -10.1% | +0.8% |
| 6M | -2.8% | +34.9% | -37.7% | -2.5% |
| YTD | +7.9% | +79.2% | -71.3% | +8.0% |
| 1Y | +6.7% | +89.0% | -82.4% | +6.1% |
| All | +6.7% | +93.5% | -86.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling