-7.0%
CTVA vs CNP
+5.5%
-12.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.1% | -24.2% | -24.3% |
| 7D | -23.7% | +2.5% | -26.1% | -24.2% |
| 30D | -31.2% | +4.0% | -35.3% | -32.2% |
| 3M | -18.7% | +1.6% | -20.4% | -19.7% |
| 6M | -25.5% | -1.7% | -23.8% | -25.6% |
| YTD | -8.0% | +8.6% | -16.6% | -12.5% |
| 1Y | -7.0% | +5.8% | -12.8% | -11.0% |
| All | -7.0% | +5.5% | -12.5% | -11.0% |
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