+132.5%
CNP vs TD
+303.5%
-171.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.1% |
| 7D | -2.2% | -2.6% | +0.4% | -0.8% |
| 30D | -2.1% | -1.0% | -1.0% | -1.7% |
| 3M | -7.9% | +5.6% | -13.5% | -11.0% |
| 6M | -8.3% | +27.1% | -35.4% | -20.1% |
| YTD | +3.8% | +29.4% | -25.6% | -10.7% |
| 1Y | +5.9% | +60.7% | -54.8% | -19.5% |
| 3Y | +49.3% | +127.6% | -78.3% | -9.3% |
| 5Y | +69.3% | +125.4% | -56.1% | -0.2% |
| All | +132.5% | +303.5% | -171.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling