-70.2%
CPNG vs CNP
+110.8%
-181.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -5.4% | -2.2% | -3.3% | -4.8% |
| 30D | -11.1% | -2.1% | -9.0% | -10.6% |
| 3M | -3.0% | -7.9% | +4.9% | -0.9% |
| 6M | -23.5% | -8.3% | -15.2% | -21.8% |
| YTD | -37.8% | +3.8% | -41.6% | -39.0% |
| 1Y | -54.3% | +5.9% | -60.2% | -55.6% |
| 3Y | -20.8% | +49.3% | -70.1% | -31.9% |
| 5Y | -51.1% | +69.3% | -120.3% | -57.1% |
| All | -70.2% | +110.8% | -181.0% | -76.8% |
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