+166.5%
CNP vs USFR
+27.5%
+139.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.8% | +0.3% | -2.1% | -1.9% |
| 3M | -4.6% | +1.0% | -5.6% | -4.8% |
| 6M | -8.8% | +1.9% | -10.8% | -9.2% |
| YTD | +5.2% | +2.6% | +2.6% | +4.7% |
| 1Y | +8.3% | +4.0% | +4.3% | +7.4% |
| 3Y | +54.9% | +14.1% | +40.8% | +51.2% |
| 5Y | +73.5% | +20.4% | +53.1% | +67.7% |
| 10Y | +139.1% | +28.0% | +111.1% | +129.8% |
| All | +166.5% | +27.5% | +139.0% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling