+131.5%
CNP vs ROP
+134.1%
-2.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.4% |
| 7D | +1.6% | -5.4% | +7.1% | +4.1% |
| 30D | -0.8% | -1.6% | +0.9% | -0.3% |
| 3M | -3.6% | +18.8% | -22.4% | -11.4% |
| 6M | -6.9% | +8.2% | -15.2% | -11.3% |
| YTD | +6.4% | -10.5% | +16.9% | +10.3% |
| 1Y | +9.9% | -23.7% | +33.7% | +23.1% |
| 3Y | +53.1% | -17.9% | +71.0% | +61.3% |
| 5Y | +72.0% | -15.3% | +87.3% | +75.1% |
| 10Y | +131.5% | +133.4% | -1.9% | +42.4% |
| All | +131.5% | +134.1% | -2.6% | +42.4% |
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