+139.9%
CNP vs USFR
+28.0%
+111.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -0.1% | +0.3% | -0.3% | -0.1% |
| 3M | -5.6% | +1.0% | -6.6% | -5.8% |
| 6M | -7.5% | +1.9% | -9.4% | -7.8% |
| YTD | +5.5% | +2.7% | +2.8% | +4.9% |
| 1Y | +8.3% | +4.0% | +4.4% | +7.5% |
| 3Y | +51.8% | +14.0% | +37.7% | +50.2% |
| 5Y | +69.9% | +20.4% | +49.5% | +67.2% |
| 10Y | +139.9% | +28.0% | +111.9% | +155.3% |
| All | +139.9% | +28.0% | +111.9% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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