+1,812.7%
CNP vs RVTY
+2,416.7%
-604.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.1% | +1.1% | 0.0% | +0.9% |
| 30D | -1.8% | +13.2% | -15.0% | -3.8% |
| 3M | -4.6% | +27.2% | -31.9% | -8.4% |
| 6M | -8.8% | +32.4% | -41.2% | -13.4% |
| YTD | +5.2% | +34.9% | -29.6% | -0.6% |
| 1Y | +8.3% | +52.4% | -44.1% | 0.0% |
| 3Y | +54.9% | +12.3% | +42.6% | +47.5% |
| 5Y | +73.5% | -30.8% | +104.3% | +76.4% |
| 10Y | +139.1% | +150.7% | -11.6% | +96.2% |
| All | +1,812.7% | +2,416.7% | -604.0% | +970.6% |
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 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