+5.2%
CNP vs RVMD
+203.5%
-198.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.0% | +8.4% | -2.9% |
| 7D | -5.3% | -6.6% | +1.3% | -5.4% |
| 30D | +3.7% | -11.1% | +14.8% | +3.4% |
| 3M | -1.1% | -10.0% | +8.9% | -1.3% |
| 6M | -7.1% | +20.7% | -27.8% | -6.3% |
| YTD | +6.0% | +123.0% | -117.0% | +9.3% |
| 1Y | +5.2% | +199.4% | -194.2% | +3.8% |
| All | +5.2% | +203.5% | -198.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling