+53.1%
CNP vs TD
+128.4%
-75.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +1.6% | +0.9% | +0.8% | +1.5% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | -3.6% | +6.3% | -9.8% | -4.7% |
| 6M | -6.9% | +27.9% | -34.9% | -11.3% |
| YTD | +6.4% | +29.8% | -23.4% | +1.0% |
| 1Y | +9.9% | +63.7% | -53.7% | -1.1% |
| 3Y | +53.1% | +128.3% | -75.2% | +24.1% |
| All | +53.1% | +128.4% | -75.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling