+69.9%
CNP vs TRI
-10.1%
+80.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.7% | -8.4% | +9.1% | +1.6% |
| 30D | -0.1% | -6.5% | +6.4% | +0.6% |
| 3M | -5.6% | +18.6% | -24.2% | -8.0% |
| 6M | -7.5% | -10.4% | +3.0% | -6.2% |
| YTD | +5.5% | -23.7% | +29.2% | +11.3% |
| 1Y | +8.3% | -42.5% | +50.8% | +23.2% |
| 3Y | +51.8% | -19.3% | +71.0% | +50.4% |
| 5Y | +69.9% | -9.7% | +79.5% | +54.4% |
| All | +69.9% | -10.1% | +80.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling