+1,888.4%
CNP vs RVTY
+2,976.2%
-1,087.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -3.0% | -2.7% | -0.4% | -2.6% |
| 30D | +6.8% | +3.2% | +3.6% | +6.2% |
| 3M | +3.6% | +37.2% | -33.6% | -1.7% |
| 6M | 0.0% | +57.7% | -57.7% | -7.5% |
| YTD | +9.4% | +64.8% | -55.5% | -0.2% |
| 1Y | +6.8% | +72.8% | -66.0% | -3.4% |
| 3Y | +64.2% | +89.8% | -25.6% | +43.8% |
| 5Y | +76.0% | -8.4% | +84.5% | +70.9% |
| 10Y | +143.3% | +219.5% | -76.1% | +91.7% |
| All | +1,888.4% | +2,976.2% | -1,087.8% | +975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling