+61.1%
CNP vs RVTY
+78.0%
-16.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | -4.2% | -1.2% | -3.0% | -4.1% |
| 30D | +5.5% | +1.0% | +4.5% | +5.4% |
| 3M | +0.6% | +35.8% | -35.3% | -1.5% |
| 6M | -2.8% | +56.7% | -59.5% | -6.0% |
| YTD | +7.9% | +60.7% | -52.9% | +3.7% |
| 1Y | +6.7% | +73.7% | -67.0% | +1.5% |
| 3Y | +61.1% | +82.8% | -21.6% | +40.6% |
| All | +61.1% | +78.0% | -16.8% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling