+61.1%
CNP vs S
+34.5%
+26.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.7% |
| 7D | -4.2% | -13.4% | +9.2% | -4.3% |
| 30D | +5.5% | -14.0% | +19.5% | +5.4% |
| 3M | +0.6% | +4.9% | -4.3% | +0.6% |
| 6M | -2.8% | +42.0% | -44.9% | -2.9% |
| YTD | +7.9% | +45.1% | -37.3% | +7.8% |
| 1Y | +6.7% | +33.1% | -26.4% | +6.7% |
| 3Y | +61.1% | +40.6% | +20.5% | +52.1% |
| All | +61.1% | +34.5% | +26.7% | +52.1% |
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