+651.4%
CNP vs TMF
-69.1%
+720.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -5.3% | +2.7% | -8.0% | -5.2% |
| 30D | +3.7% | +19.3% | -15.7% | +4.6% |
| 3M | -1.1% | -3.7% | +2.6% | -1.3% |
| 6M | -7.1% | -11.3% | +4.2% | -7.6% |
| YTD | +6.0% | -16.6% | +22.6% | +5.2% |
| 1Y | +5.2% | -21.1% | +26.3% | +4.0% |
| 3Y | +57.5% | -26.8% | +84.4% | +56.5% |
| 5Y | +70.0% | -88.0% | +158.1% | +46.4% |
| 10Y | +137.8% | -84.7% | +222.5% | +113.9% |
| All | +651.4% | -69.1% | +720.5% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling