-0.8%
CRM vs CNP
+67.8%
-68.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | +28.1% | -2.9% | +31.1% | +29.0% |
| 3M | +48.8% | -7.5% | +56.4% | +51.7% |
| 6M | +28.3% | -7.9% | +36.1% | +30.5% |
| YTD | -6.0% | +3.7% | -9.8% | -8.3% |
| 1Y | +1.4% | +4.6% | -3.2% | -1.5% |
| 3Y | +11.8% | +49.1% | -37.3% | -7.3% |
| All | -0.8% | +67.8% | -68.6% | -23.6% |
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