+131.5%
CNP vs RVTY
+140.1%
-8.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | -0.8% | +10.8% | -11.6% | -3.0% |
| 3M | -3.6% | +26.8% | -30.3% | -8.5% |
| 6M | -6.9% | +39.3% | -46.3% | -14.1% |
| YTD | +6.4% | +31.6% | -25.2% | -1.0% |
| 1Y | +9.9% | +47.7% | -37.7% | -1.0% |
| 3Y | +53.1% | +19.9% | +33.2% | +40.6% |
| 5Y | +72.0% | -32.3% | +104.3% | +82.5% |
| 10Y | +131.5% | +138.4% | -6.9% | +52.0% |
| All | +131.5% | +140.1% | -8.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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