+139.8%
CNP vs ROP
+189.6%
-49.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -4.3% | -1.6% | -2.7% | -3.8% |
| 30D | +5.7% | +29.5% | -23.8% | -5.7% |
| 3M | +0.9% | +17.5% | -16.6% | -6.5% |
| 6M | -1.1% | +38.1% | -39.1% | -15.5% |
| YTD | +8.3% | +7.0% | +1.3% | +3.4% |
| 1Y | +5.9% | +6.5% | -0.6% | +1.2% |
| 3Y | +64.6% | -5.5% | +70.1% | +63.4% |
| 5Y | +74.6% | -0.4% | +75.0% | +65.5% |
| 10Y | +139.8% | +183.6% | -43.7% | +42.2% |
| All | +139.8% | +189.6% | -49.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling