+69.6%
CNP vs RUN
-81.0%
+150.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.4% | -3.7% | +2.3% | -1.3% |
| 30D | -2.9% | -13.0% | +10.1% | -2.4% |
| 3M | -7.5% | -31.8% | +24.3% | -6.3% |
| 6M | -7.9% | -32.2% | +24.3% | -6.9% |
| YTD | +3.7% | -53.5% | +57.2% | +5.9% |
| 1Y | +4.6% | -46.5% | +51.1% | +5.6% |
| 3Y | +49.1% | -37.6% | +86.7% | +40.8% |
| All | +69.6% | -81.0% | +150.6% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling