+73.8%
CNP vs ROIV
+421.8%
-348.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -0.1% | +9.5% | -9.6% | -0.4% |
| 30D | +5.0% | +21.0% | -15.9% | +4.5% |
| 3M | +2.7% | +18.7% | -16.1% | +2.1% |
| 6M | -1.9% | +44.5% | -46.4% | -3.0% |
| YTD | +8.8% | +92.9% | -84.1% | +6.4% |
| 1Y | +5.6% | +100.2% | -94.6% | +3.2% |
| 3Y | +63.2% | +375.0% | -311.8% | +55.1% |
| 5Y | +73.8% | +435.2% | -361.4% | +59.4% |
| All | +73.8% | +421.8% | -348.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling