-51.2%
CPNG vs CNP
+70.6%
-121.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -7.6% | +0.7% | -8.2% | -7.8% |
| 30D | -8.8% | -0.1% | -8.8% | -8.9% |
| 3M | -7.2% | -5.6% | -1.6% | -5.8% |
| 6M | -21.5% | -7.5% | -14.0% | -19.8% |
| YTD | -37.4% | +5.5% | -42.9% | -39.1% |
| 1Y | -54.3% | +8.3% | -62.7% | -56.1% |
| 3Y | -20.3% | +51.8% | -72.1% | -33.4% |
| 5Y | -51.2% | +69.9% | -121.1% | -58.3% |
| All | -51.2% | +70.6% | -121.8% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling