+14,046.2%
COST vs CNP
+1,888.5%
+12,157.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | +14.6% | +4.0% | +10.5% | +13.8% |
| 3M | +15.2% | +1.6% | +13.6% | +14.8% |
| 6M | +7.2% | -1.7% | +8.9% | +7.4% |
| YTD | +27.4% | +8.6% | +18.8% | +25.6% |
| 1Y | +20.2% | +5.8% | +14.4% | +19.0% |
| 3Y | +96.9% | +63.0% | +33.9% | +81.8% |
| 5Y | +122.8% | +74.7% | +48.2% | +103.7% |
| 10Y | +764.3% | +143.7% | +620.5% | +634.5% |
| All | +14,046.2% | +1,888.5% | +12,157.7% | +7,027.7% |
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