+143.3%
CNP vs Z
-19.5%
+162.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.6% |
| 7D | -3.0% | -6.5% | +3.4% | -2.5% |
| 30D | +6.8% | -0.1% | +6.9% | +6.5% |
| 3M | +3.6% | -14.1% | +17.8% | +4.8% |
| 6M | 0.0% | -30.1% | +30.0% | +3.1% |
| YTD | +9.4% | -57.5% | +66.9% | +18.8% |
| 1Y | +6.8% | -60.3% | +67.2% | +16.8% |
| 3Y | +64.2% | -21.0% | +85.2% | +59.9% |
| 5Y | +76.0% | -54.9% | +130.9% | +77.6% |
| 10Y | +143.3% | -16.0% | +159.3% | +101.6% |
| All | +143.3% | -19.5% | +162.8% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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