+329.9%
COP vs CNP
+145.0%
+184.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +3.4% | +2.5% | +0.9% | +2.1% |
| 30D | -0.6% | +4.0% | -4.6% | -2.6% |
| 3M | +10.8% | +1.6% | +9.1% | +9.6% |
| 6M | +19.6% | -1.7% | +21.3% | +19.9% |
| YTD | +52.9% | +8.6% | +44.3% | +45.2% |
| 1Y | +62.2% | +5.8% | +56.4% | +56.0% |
| 3Y | +32.4% | +63.0% | -30.6% | -1.7% |
| 5Y | +129.7% | +74.7% | +55.1% | +61.5% |
| All | +329.9% | +145.0% | +184.9% | +157.2% |
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