+143.3%
CNP vs TMF
-82.2%
+225.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +4.9% | +1.0% |
| 7D | -3.0% | -1.1% | -2.0% | -3.0% |
| 30D | +6.8% | +11.8% | -5.0% | +7.0% |
| 3M | +3.6% | -4.0% | +7.7% | +3.6% |
| 6M | 0.0% | -16.5% | +16.5% | -0.3% |
| YTD | +9.4% | -19.9% | +29.3% | +9.1% |
| 1Y | +6.8% | -25.6% | +32.4% | +6.4% |
| 3Y | +64.2% | -29.9% | +94.0% | +64.0% |
| 5Y | +76.0% | -88.2% | +164.3% | +53.4% |
| 10Y | +143.3% | -81.7% | +225.0% | +93.7% |
| All | +143.3% | -82.2% | +225.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling