+664.4%
CNP vs TMF
-69.2%
+733.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.2% | +1.2% | -5.4% | -4.1% |
| 30D | +5.5% | +19.7% | -14.2% | +6.5% |
| 3M | +0.6% | -2.1% | +2.7% | +0.5% |
| 6M | -2.8% | -13.4% | +10.6% | -3.5% |
| YTD | +7.9% | -16.7% | +24.6% | +7.0% |
| 1Y | +6.7% | -23.3% | +30.0% | +5.3% |
| 3Y | +61.1% | -24.8% | +86.0% | +60.4% |
| 5Y | +73.0% | -88.0% | +161.0% | +48.9% |
| 10Y | +141.9% | -84.7% | +226.6% | +117.6% |
| All | +664.4% | -69.2% | +733.5% | +705.7% |
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 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