+105.6%
CNP vs ROIV
+248.8%
-143.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -2.5% |
| 7D | -5.3% | -2.4% | -2.9% | -5.3% |
| 30D | +3.7% | +3.1% | +0.6% | +3.6% |
| 3M | -1.1% | +5.8% | -6.9% | -1.3% |
| 6M | -7.1% | +29.3% | -36.4% | -7.8% |
| YTD | +6.0% | +68.8% | -62.7% | +4.5% |
| 1Y | +5.2% | +81.0% | -75.8% | +3.4% |
| 3Y | +57.5% | +294.6% | -237.1% | +51.6% |
| 5Y | +70.0% | +373.1% | -303.1% | +59.0% |
| All | +105.6% | +248.8% | -143.2% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling