+5.7%
CNP vs RVTY
+76.6%
-70.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.4% |
| 7D | -4.3% | +6.0% | -10.3% | -4.1% |
| 30D | +5.7% | +4.3% | +1.4% | +5.9% |
| 3M | +0.9% | +40.2% | -39.3% | +2.3% |
| 6M | -1.1% | +59.3% | -60.4% | +0.7% |
| YTD | +8.3% | +66.5% | -58.3% | +10.7% |
| All | +5.7% | +76.6% | -70.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling