+132.5%
CNP vs TRU
+147.2%
-14.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | -2.9% | -2.0% | -0.9% | -2.6% |
| 3M | -7.5% | +18.4% | -26.0% | -11.8% |
| 6M | -7.9% | +8.9% | -16.8% | -10.8% |
| YTD | +3.7% | -8.9% | +12.7% | +4.3% |
| 1Y | +4.6% | -15.9% | +20.5% | +6.9% |
| 3Y | +49.1% | -1.1% | +50.2% | +37.4% |
| 5Y | +69.2% | -35.2% | +104.4% | +80.4% |
| All | +132.5% | +147.2% | -14.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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