+4,560.7%
COP vs CNP
+1,874.4%
+2,686.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -11.5% | -4.2% | -7.3% | -10.5% |
| 30D | +5.0% | +5.5% | -0.6% | +3.4% |
| 3M | +17.5% | +0.6% | +16.9% | +17.2% |
| 6M | +16.2% | -2.8% | +19.1% | +16.8% |
| YTD | +48.8% | +7.9% | +40.9% | +45.2% |
| 1Y | +64.1% | +6.7% | +57.4% | +60.6% |
| 3Y | +25.7% | +61.1% | -35.5% | +8.6% |
| 5Y | +114.4% | +73.0% | +41.4% | +81.1% |
| 10Y | +331.7% | +141.9% | +189.8% | +229.8% |
| All | +4,560.7% | +1,874.4% | +2,686.3% | +2,405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling