+210.4%
CNP vs Z
+6.6%
+203.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -0.1% | -13.1% | +13.0% | +1.3% |
| 30D | +5.0% | +5.9% | -0.8% | +4.1% |
| 3M | +2.7% | -13.7% | +16.3% | +3.7% |
| 6M | -1.9% | -27.1% | +25.2% | +0.7% |
| YTD | +8.8% | -56.8% | +65.6% | +17.7% |
| 1Y | +5.6% | -60.2% | +65.9% | +15.3% |
| 3Y | +63.2% | -19.7% | +82.9% | +59.0% |
| 5Y | +73.8% | -53.7% | +127.5% | +74.8% |
| 10Y | +144.0% | -16.9% | +160.9% | +98.3% |
| All | +210.4% | +6.6% | +203.8% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling