+37.5%
CVX vs CNP
+7.2%
+30.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +3.3% | +1.1% | +2.2% | +3.2% |
| 30D | +12.9% | -1.8% | +14.7% | +13.0% |
| 3M | +11.7% | -4.6% | +16.4% | +12.5% |
| 6M | +14.1% | -8.8% | +23.0% | +15.1% |
| YTD | +40.7% | +5.2% | +35.5% | +41.3% |
| 1Y | +37.5% | +8.3% | +29.2% | +39.2% |
| All | +37.5% | +7.2% | +30.2% | +39.2% |
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