+140.6%
CNP vs Z
-19.3%
+159.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +4.0% | +3.0% | +1.1% | +3.4% |
| 3M | +1.6% | -13.4% | +15.0% | +2.6% |
| 6M | -1.7% | -27.3% | +25.6% | +0.9% |
| YTD | +8.6% | -57.8% | +66.4% | +18.0% |
| 1Y | +5.8% | -60.0% | +65.8% | +15.5% |
| 3Y | +63.0% | -21.5% | +84.5% | +58.9% |
| 5Y | +74.7% | -55.0% | +129.6% | +76.2% |
| All | +140.6% | -19.3% | +159.8% | +98.2% |
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