+61.8%
CVS vs CNP
+143.5%
-81.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.0% |
| 7D | -2.6% | -3.0% | +0.4% | -1.5% |
| 30D | +4.0% | +6.8% | -2.8% | +1.9% |
| 3M | -6.3% | +3.6% | -9.9% | -7.4% |
| 6M | -0.4% | 0.0% | -0.4% | -0.4% |
| YTD | +15.6% | +9.4% | +6.2% | +11.7% |
| 1Y | +18.3% | +6.8% | +11.5% | +15.3% |
| 3Y | +47.3% | +64.2% | -16.9% | +22.3% |
| 5Y | +13.2% | +76.0% | -62.8% | -8.6% |
| All | +61.8% | +143.5% | -81.8% | +11.7% |
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