+142.0%
CNP vs TRI
+225.2%
-83.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +2.1% |
| 30D | +3.8% | +3.7% | +0.1% | +2.1% |
| 3M | +2.4% | +3.7% | -1.4% | +0.1% |
| 6M | -1.2% | +35.1% | -36.3% | -12.7% |
| YTD | +9.3% | -14.0% | +23.3% | +12.7% |
| 1Y | +6.4% | -19.0% | +25.4% | +12.6% |
| 3Y | +66.4% | -12.0% | +78.3% | +61.0% |
| 5Y | +75.7% | +0.6% | +75.0% | +55.0% |
| All | +142.0% | +225.2% | -83.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling