+1,293.0%
CNP vs ROP
+29,959.8%
-28,666.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.3% |
| 7D | -4.2% | +2.1% | -6.3% | -4.7% |
| 30D | +5.5% | +32.9% | -27.4% | -0.5% |
| 3M | +0.6% | +20.3% | -19.8% | -3.4% |
| 6M | -2.8% | +36.8% | -39.6% | -9.4% |
| YTD | +7.9% | +8.1% | -0.2% | +5.0% |
| 1Y | +6.7% | +8.3% | -1.6% | +3.8% |
| 3Y | +61.1% | -3.2% | +64.4% | +59.6% |
| 5Y | +73.0% | +1.7% | +71.2% | +69.0% |
| 10Y | +141.9% | +199.2% | -57.3% | +95.6% |
| All | +1,293.0% | +29,959.8% | -28,666.8% | +729.2% |
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 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