+69.9%
CNP vs TRU
-36.4%
+106.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.7% | -6.5% | +7.1% | +1.4% |
| 30D | -0.1% | -2.5% | +2.4% | +0.2% |
| 3M | -5.6% | +10.4% | -16.0% | -6.8% |
| 6M | -7.5% | +1.6% | -9.1% | -8.0% |
| YTD | +5.5% | -9.7% | +15.2% | +6.1% |
| 1Y | +8.3% | -17.3% | +25.6% | +9.9% |
| 3Y | +51.8% | -1.8% | +53.6% | +48.0% |
| 5Y | +69.9% | -36.2% | +106.1% | +74.6% |
| All | +69.9% | -36.4% | +106.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling