+41.9%
CVS vs CNP
+132.2%
-90.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -1.1% | -5.6% | +4.5% | +0.8% |
| 6M | +23.7% | -7.5% | +31.2% | +26.7% |
| YTD | +23.0% | +5.5% | +17.5% | +20.3% |
| 1Y | +37.2% | +8.3% | +28.8% | +32.8% |
| 3Y | +62.4% | +51.8% | +10.7% | +38.6% |
| 5Y | +31.8% | +69.9% | -38.1% | +7.8% |
| 10Y | +41.9% | +139.9% | -98.0% | -0.9% |
| All | +41.9% | +132.2% | -90.3% | -0.9% |
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