+139.8%
CNP vs RVTY
+217.6%
-77.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.3% |
| 7D | -4.3% | +6.0% | -10.3% | -5.5% |
| 30D | +5.7% | +4.3% | +1.4% | +4.7% |
| 3M | +0.9% | +40.2% | -39.3% | -6.1% |
| 6M | -1.1% | +59.3% | -60.4% | -10.7% |
| YTD | +8.3% | +66.5% | -58.3% | -4.2% |
| 1Y | +5.9% | +77.5% | -71.6% | -7.8% |
| 3Y | +64.6% | +92.5% | -27.8% | +35.4% |
| 5Y | +74.6% | -6.8% | +81.4% | +71.5% |
| 10Y | +139.8% | +225.4% | -85.5% | +57.2% |
| All | +139.8% | +217.6% | -77.8% | +57.2% |
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