+200.3%
CNP vs Z
+25.1%
+175.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.4% |
| 30D | -1.8% | -4.2% | +2.4% | -1.5% |
| 3M | -4.6% | -3.7% | -0.9% | -4.6% |
| 6M | -8.8% | -24.5% | +15.7% | -6.6% |
| YTD | +5.2% | -49.3% | +54.5% | +12.4% |
| 1Y | +8.3% | -58.7% | +67.0% | +18.2% |
| 3Y | +54.9% | -34.1% | +89.0% | +55.5% |
| 5Y | +73.5% | -64.5% | +138.0% | +81.4% |
| 10Y | +139.1% | -0.5% | +139.6% | +91.4% |
| All | +200.3% | +25.1% | +175.2% | +135.1% |
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