+851.9%
CNP vs TD
+8,077.8%
-7,225.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +4.0% | +5.0% | -0.9% | +2.4% |
| 3M | +1.6% | +1.1% | +0.5% | +1.1% |
| 6M | -1.7% | +16.5% | -18.1% | -6.7% |
| YTD | +8.6% | +34.3% | -25.6% | -1.7% |
| 1Y | +5.8% | +52.9% | -47.1% | -8.2% |
| 3Y | +63.0% | +132.2% | -69.2% | +22.5% |
| 5Y | +74.7% | +101.9% | -27.2% | +36.1% |
| 10Y | +143.7% | +302.0% | -158.3% | +54.0% |
| All | +851.9% | +8,077.8% | -7,225.9% | +285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling