+121.7%
EW vs CNP
+135.4%
-13.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.9% |
| 7D | -4.4% | +1.6% | -6.1% | -5.0% |
| 30D | -3.3% | -0.8% | -2.6% | -3.2% |
| 3M | +1.0% | -3.6% | +4.6% | +2.1% |
| 6M | +6.2% | -6.9% | +13.2% | +8.5% |
| YTD | +1.7% | +6.4% | -4.7% | -1.2% |
| 1Y | +8.1% | +9.9% | -1.8% | +3.6% |
| 3Y | +17.1% | +53.1% | -36.0% | -1.5% |
| 5Y | -29.4% | +72.0% | -101.3% | -43.3% |
| 10Y | +121.7% | +131.5% | -9.8% | +43.8% |
| All | +121.7% | +135.4% | -13.7% | +43.8% |
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