+202.0%
CVX vs CNP
+143.5%
+58.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.3% |
| 7D | -6.2% | -3.0% | -3.2% | -4.8% |
| 30D | -0.4% | +6.8% | -7.2% | -3.5% |
| 3M | +9.3% | +3.6% | +5.7% | +7.2% |
| 6M | +18.4% | 0.0% | +18.4% | +17.8% |
| YTD | +42.5% | +9.4% | +33.1% | +35.1% |
| 1Y | +41.0% | +6.8% | +34.2% | +35.3% |
| 3Y | +67.5% | +64.2% | +3.4% | +25.8% |
| 5Y | +126.1% | +76.0% | +50.1% | +60.3% |
| All | +202.0% | +143.5% | +58.5% | +64.4% |
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