+5.9%
CNP vs TRU
-17.6%
+23.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.2% | -9.4% | +7.2% | -2.1% |
| 30D | -2.1% | -4.1% | +2.1% | -2.0% |
| 3M | -7.9% | +13.6% | -21.5% | -7.7% |
| 6M | -8.3% | +3.6% | -11.9% | -8.2% |
| YTD | +3.8% | -9.8% | +13.6% | +4.0% |
| 1Y | +5.9% | -13.6% | +19.5% | +6.8% |
| All | +5.9% | -17.6% | +23.5% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling