+131.2%
CTVA vs CNP
+69.1%
+62.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.1% | -24.2% | -24.2% |
| 7D | -23.7% | +2.5% | -26.1% | -24.5% |
| 30D | -31.2% | +4.0% | -35.3% | -32.5% |
| 3M | -18.7% | +1.6% | -20.4% | -19.5% |
| 6M | -25.5% | -1.7% | -23.8% | -25.3% |
| YTD | -8.0% | +8.6% | -16.6% | -11.9% |
| 1Y | -7.0% | +5.8% | -12.8% | -9.9% |
| 3Y | +45.2% | +63.0% | -17.8% | +14.5% |
| 5Y | +32.3% | +74.7% | -42.4% | -0.3% |
| All | +131.2% | +69.1% | +62.1% | +52.8% |
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