+73.4%
CNP vs TMF
-88.6%
+162.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.3% | -9.3% | +10.6% | +2.0% |
| 30D | +3.8% | +1.9% | +1.9% | +3.6% |
| 3M | +2.4% | -11.2% | +13.6% | +3.2% |
| 6M | -1.2% | -17.7% | +16.5% | +0.1% |
| YTD | +9.3% | -24.5% | +33.7% | +11.3% |
| 1Y | +6.4% | -29.4% | +35.9% | +8.9% |
| 3Y | +66.4% | -33.4% | +99.8% | +69.1% |
| All | +73.4% | -88.6% | +162.0% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling