+4,683.6%
CVX vs CNP
+1,826.3%
+2,857.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +12.9% | -1.8% | +14.7% | +13.4% |
| 3M | +11.7% | -4.6% | +16.4% | +13.0% |
| 6M | +14.1% | -8.8% | +23.0% | +16.8% |
| YTD | +40.7% | +5.2% | +35.5% | +38.3% |
| 1Y | +37.5% | +8.3% | +29.2% | +34.0% |
| 3Y | +43.9% | +54.9% | -10.9% | +25.9% |
| 5Y | +161.5% | +73.5% | +88.0% | +120.6% |
| 10Y | +215.1% | +139.1% | +76.0% | +140.4% |
| All | +4,683.6% | +1,826.3% | +2,857.3% | +2,179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling