+600.8%
CNP vs TNA
+781.2%
-180.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.3% | +3.7% | -2.4% | +0.6% |
| 30D | +3.8% | +4.4% | -0.6% | +2.6% |
| 3M | +2.4% | -26.7% | +29.0% | +7.2% |
| 6M | -1.2% | -12.8% | +11.6% | -0.3% |
| YTD | +9.3% | +22.7% | -13.4% | +2.6% |
| 1Y | +6.4% | +35.7% | -29.2% | -2.2% |
| 3Y | +66.4% | +134.6% | -68.2% | +26.9% |
| 5Y | +75.7% | -46.0% | +121.7% | +61.9% |
| 10Y | +145.1% | +38.0% | +107.1% | +54.0% |
| All | +600.8% | +781.2% | -180.3% | +131.5% |
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 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