+584.5%
CNP vs TDY
+7,071.3%
-6,486.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | -0.8% | -12.5% | +11.7% | +1.6% |
| 3M | -3.6% | -1.2% | -2.4% | -3.5% |
| 6M | -6.9% | -6.6% | -0.4% | -6.1% |
| YTD | +6.4% | +18.5% | -12.0% | +2.6% |
| 1Y | +9.9% | +10.8% | -0.8% | +7.2% |
| 3Y | +53.1% | +47.5% | +5.6% | +40.6% |
| 5Y | +72.0% | +35.8% | +36.2% | +59.3% |
| 10Y | +131.5% | +459.0% | -327.5% | +73.9% |
| All | +584.5% | +7,071.3% | -6,486.8% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling