+5.9%
CNP vs TD
+61.3%
-55.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.6% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | -2.1% | -1.0% | -1.0% | -2.0% |
| 3M | -7.9% | +5.6% | -13.5% | -8.1% |
| 6M | -8.3% | +27.1% | -35.4% | -8.8% |
| YTD | +3.8% | +29.4% | -25.6% | +3.3% |
| 1Y | +5.9% | +60.7% | -54.8% | +3.5% |
| All | +5.9% | +61.3% | -55.4% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling