+298.3%
COP vs CNP
+142.6%
+155.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -8.4% | -4.3% | -4.1% | -6.3% |
| 30D | +0.3% | +5.7% | -5.4% | -2.5% |
| 3M | +15.1% | +0.9% | +14.2% | +14.3% |
| 6M | +19.8% | -1.1% | +20.8% | +19.7% |
| YTD | +46.8% | +8.3% | +38.6% | +39.7% |
| 1Y | +59.7% | +5.9% | +53.8% | +53.6% |
| 3Y | +28.7% | +64.6% | -35.9% | -5.0% |
| 5Y | +110.7% | +74.6% | +36.1% | +48.1% |
| 10Y | +298.3% | +139.8% | +158.4% | +130.1% |
| All | +298.3% | +142.6% | +155.7% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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