+144.0%
CNP vs RUN
+74.1%
+69.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.9% |
| 7D | -0.1% | +3.2% | -3.3% | -0.5% |
| 30D | +5.0% | +19.5% | -14.5% | +3.4% |
| 3M | +2.7% | -9.6% | +12.2% | +3.0% |
| 6M | -1.9% | -37.3% | +35.4% | +0.6% |
| YTD | +8.8% | -50.7% | +59.5% | +12.0% |
| 1Y | +5.6% | -54.1% | +59.7% | +9.1% |
| 3Y | +63.2% | -3.9% | +67.1% | +42.3% |
| 5Y | +73.8% | -84.4% | +158.2% | +74.6% |
| 10Y | +144.0% | +77.5% | +66.5% | +59.9% |
| All | +144.0% | +74.1% | +69.9% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling