-2.8%
CNP vs ROP
+34.9%
-37.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +1.8% |
| 7D | -4.2% | +2.1% | -6.3% | -4.3% |
| 30D | +5.5% | +32.9% | -27.4% | +4.4% |
| 3M | +0.6% | +20.0% | -19.5% | -0.5% |
| 6M | -2.8% | +36.4% | -39.3% | -4.0% |
| All | -2.8% | +34.9% | -37.7% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling