+207.8%
CNP vs Z
+6.9%
+200.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.0% |
| 7D | -4.2% | -4.6% | +0.4% | -3.9% |
| 30D | +5.5% | +8.3% | -2.8% | +4.3% |
| 3M | +0.6% | -11.6% | +12.2% | +1.4% |
| 6M | -2.8% | -33.6% | +30.8% | +0.8% |
| YTD | +7.9% | -56.7% | +64.5% | +16.7% |
| 1Y | +6.7% | -59.1% | +65.8% | +16.1% |
| 3Y | +61.1% | -20.4% | +81.5% | +57.2% |
| 5Y | +73.0% | -55.3% | +128.2% | +74.9% |
| 10Y | +141.9% | -14.2% | +156.1% | +96.1% |
| All | +207.8% | +6.9% | +200.9% | +144.1% |
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