+565.4%
CNP vs TNA
+924.1%
-358.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -1.4% | -7.3% | +5.9% | -0.2% |
| 30D | -2.9% | -14.2% | +11.2% | -0.5% |
| 3M | -7.5% | -4.6% | -3.0% | -7.2% |
| 6M | -7.9% | +36.9% | -44.8% | -14.1% |
| YTD | +3.7% | +42.5% | -38.8% | -4.5% |
| 1Y | +4.6% | +45.8% | -41.2% | -5.1% |
| 3Y | +49.1% | +104.7% | -55.5% | +17.1% |
| 5Y | +69.2% | -21.7% | +90.9% | +45.5% |
| 10Y | +136.0% | +83.8% | +52.1% | +41.5% |
| All | +565.4% | +924.1% | -358.6% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling