+4,492.0%
COP vs CNP
+1,826.3%
+2,665.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | +17.5% | -1.8% | +19.3% | +18.0% |
| 3M | +13.4% | -4.6% | +18.0% | +14.7% |
| 6M | +17.7% | -8.8% | +26.6% | +20.4% |
| YTD | +46.6% | +5.2% | +41.4% | +44.1% |
| 1Y | +44.6% | +8.3% | +36.3% | +40.9% |
| 3Y | +20.7% | +54.9% | -34.2% | +5.4% |
| 5Y | +185.0% | +73.5% | +111.5% | +140.5% |
| 10Y | +347.0% | +139.1% | +207.9% | +242.9% |
| All | +4,492.0% | +1,826.3% | +2,665.6% | +2,387.4% |
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