+63.6%
CVS vs CNP
+54.5%
+9.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +0.4% | -0.8% | +1.2% | +0.6% |
| 3M | -0.4% | -3.6% | +3.1% | +0.5% |
| 6M | +25.1% | -6.9% | +32.1% | +27.2% |
| YTD | +23.9% | +6.4% | +17.5% | +21.6% |
| 1Y | +41.1% | +9.9% | +31.1% | +37.3% |
| 3Y | +63.6% | +53.1% | +10.5% | +44.7% |
| All | +63.6% | +54.5% | +9.1% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling