+1,259.1%
CNP vs ROP
+25,523.2%
-24,264.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.1% |
| 7D | +1.1% | -4.4% | +5.5% | +2.0% |
| 30D | -1.8% | +3.2% | -5.1% | -2.5% |
| 3M | -4.6% | +23.1% | -27.7% | -8.8% |
| 6M | -8.8% | +13.3% | -22.2% | -11.6% |
| YTD | +5.2% | -7.9% | +13.1% | +6.1% |
| 1Y | +8.3% | -22.1% | +30.4% | +12.8% |
| 3Y | +54.9% | -16.8% | +71.7% | +58.5% |
| 5Y | +73.5% | -13.5% | +87.0% | +75.5% |
| 10Y | +139.1% | +137.7% | +1.4% | +102.4% |
| All | +1,259.1% | +25,523.2% | -24,264.1% | +737.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling