+69.3%
CNP vs TDY
+34.3%
+35.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | -2.1% | -12.5% | +10.4% | +1.3% |
| 3M | -7.9% | -0.8% | -7.1% | -8.0% |
| 6M | -8.3% | -9.0% | +0.7% | -6.5% |
| YTD | +3.8% | +16.8% | -13.0% | -1.9% |
| 1Y | +5.9% | +9.5% | -3.6% | +1.8% |
| 3Y | +49.3% | +45.4% | +3.9% | +28.8% |
| 5Y | +69.3% | +37.8% | +31.5% | +43.6% |
| All | +69.3% | +34.3% | +35.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling