+132.5%
CNP vs RUN
+43.4%
+89.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -2.2% | -3.4% | +1.2% | -1.9% |
| 30D | -2.1% | -14.0% | +11.9% | -1.1% |
| 3M | -7.9% | -27.5% | +19.6% | -6.2% |
| 6M | -8.3% | -29.0% | +20.7% | -6.9% |
| YTD | +3.8% | -53.1% | +56.9% | +7.6% |
| 1Y | +5.9% | -46.7% | +52.6% | +7.9% |
| 3Y | +49.3% | -38.3% | +87.6% | +35.9% |
| 5Y | +69.3% | -80.7% | +150.0% | +64.4% |
| All | +132.5% | +43.4% | +89.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling