+5,676.4%
CRM vs CNP
+733.6%
+4,942.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -5.0% | +0.7% | -5.6% | -5.3% |
| 30D | +23.6% | -0.1% | +23.7% | +23.4% |
| 3M | +39.6% | -5.6% | +45.2% | +42.8% |
| 6M | +23.4% | -7.5% | +30.9% | +26.7% |
| YTD | -7.4% | +5.5% | -12.9% | -10.9% |
| 1Y | -2.3% | +8.3% | -10.7% | -7.4% |
| 3Y | +10.5% | +51.8% | -41.2% | -12.5% |
| 5Y | -4.7% | +69.9% | -74.6% | -29.2% |
| 10Y | +234.7% | +139.9% | +94.8% | +88.5% |
| All | +5,676.4% | +733.6% | +4,942.8% | +1,639.6% |
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 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