+131.5%
CNP vs Z
-7.0%
+138.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.6% | +1.8% |
| 7D | +1.6% | -3.3% | +4.9% | +2.0% |
| 30D | -0.8% | -3.7% | +2.9% | -0.5% |
| 3M | -3.6% | -7.0% | +3.4% | -3.2% |
| 6M | -6.9% | -29.5% | +22.6% | -3.9% |
| YTD | +6.4% | -52.6% | +59.0% | +14.7% |
| 1Y | +9.9% | -64.0% | +74.0% | +22.1% |
| 3Y | +53.1% | -36.4% | +89.5% | +54.1% |
| 5Y | +72.0% | -65.8% | +137.7% | +80.6% |
| 10Y | +131.5% | -5.8% | +137.3% | +85.1% |
| All | +131.5% | -7.0% | +138.5% | +85.1% |
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