+65.4%
CNP vs S
+42.2%
+23.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.1% | -0.2% |
| 7D | +2.5% | +4.1% | -1.6% | +2.5% |
| 30D | +4.0% | -7.2% | +11.2% | +4.0% |
| 3M | +1.6% | 0.0% | +1.7% | +1.7% |
| 6M | -1.7% | +41.6% | -43.3% | -1.7% |
| YTD | +8.6% | +48.6% | -40.0% | +8.6% |
| 1Y | +5.8% | +30.0% | -24.2% | +6.0% |
| All | +65.4% | +42.2% | +23.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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