+74.4%
CNP vs Z
-64.8%
+139.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +1.1% | -3.0% | +4.1% | +1.2% |
| 30D | -1.8% | -4.2% | +2.4% | -1.7% |
| 3M | -4.6% | -3.7% | -0.9% | -4.6% |
| 6M | -8.8% | -24.5% | +15.7% | -7.6% |
| YTD | +5.2% | -49.3% | +54.5% | +9.2% |
| 1Y | +8.3% | -58.7% | +67.0% | +13.8% |
| 3Y | +54.9% | -34.1% | +89.0% | +54.7% |
| All | +74.4% | -64.8% | +139.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling