+53.1%
CNP vs TRU
-1.9%
+55.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | +1.6% | -7.2% | +8.8% | +2.0% |
| 30D | -0.8% | -2.8% | +2.0% | -0.7% |
| 3M | -3.6% | +13.0% | -16.6% | -4.2% |
| 6M | -6.9% | +0.7% | -7.6% | -7.1% |
| YTD | +6.4% | -9.0% | +15.4% | +6.8% |
| 1Y | +9.9% | -16.3% | +26.3% | +10.8% |
| 3Y | +53.1% | -1.1% | +54.2% | +56.2% |
| All | +53.1% | -1.9% | +55.0% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling