+145.4%
CNP vs USFR
+28.5%
+116.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +6.8% | +0.4% | +6.4% | +6.7% |
| 3M | +3.6% | +1.1% | +2.6% | +3.3% |
| 6M | 0.0% | +2.1% | -2.1% | -0.6% |
| YTD | +9.4% | +3.4% | +6.0% | +8.3% |
| 1Y | +6.8% | +4.1% | +2.7% | +5.5% |
| 3Y | +64.2% | +14.4% | +49.8% | +60.1% |
| 5Y | +76.0% | +21.4% | +54.6% | +69.5% |
| All | +145.4% | +28.5% | +116.9% | +143.8% |
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