+6.4%
CNP vs TRI
-17.3%
+23.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +1.2% |
| 30D | +3.8% | +3.7% | +0.1% | +3.9% |
| 3M | +2.4% | +3.7% | -1.4% | +2.6% |
| 6M | -1.2% | +35.1% | -36.3% | +0.3% |
| YTD | +9.3% | -14.0% | +23.3% | +6.7% |
| 1Y | +6.4% | -19.0% | +25.4% | +3.6% |
| All | +6.4% | -17.3% | +23.7% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling