+69.3%
CNP vs TNA
-26.1%
+95.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.4% |
| 7D | -2.2% | -7.6% | +5.4% | -1.5% |
| 30D | -2.1% | -13.6% | +11.6% | -0.9% |
| 3M | -7.9% | +2.8% | -10.8% | -8.4% |
| 6M | -8.3% | +34.5% | -42.8% | -11.4% |
| YTD | +3.8% | +41.0% | -37.3% | -0.5% |
| 1Y | +5.9% | +52.0% | -46.1% | +0.2% |
| 3Y | +49.3% | +103.5% | -54.2% | +29.7% |
| 5Y | +69.3% | -22.5% | +91.8% | +52.5% |
| All | +69.3% | -26.1% | +95.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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