+66.6%
CNP vs ROIV
+376.7%
-310.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | -3.0% | +14.3% | -17.3% | -3.7% |
| 30D | +6.8% | +16.2% | -9.4% | +6.0% |
| 3M | +3.6% | +15.1% | -11.5% | +2.8% |
| 6M | 0.0% | +44.2% | -44.2% | -2.3% |
| YTD | +9.4% | +89.8% | -80.4% | +4.2% |
| 1Y | +6.8% | +94.6% | -87.7% | +1.4% |
| All | +66.6% | +376.7% | -310.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling