-54.3%
CPNG vs CNP
+6.4%
-60.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.7% |
| 7D | -5.4% | -2.2% | -3.3% | -5.5% |
| 30D | -11.1% | -2.1% | -9.0% | -11.1% |
| 3M | -3.0% | -7.9% | +4.9% | -3.2% |
| 6M | -23.5% | -8.3% | -15.2% | -23.3% |
| YTD | -37.8% | +3.8% | -41.6% | -38.1% |
| 1Y | -54.3% | +5.9% | -60.2% | -54.5% |
| All | -54.3% | +6.4% | -60.8% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling