-8.2%
EW vs CNP
+74.5%
-82.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | +23.9% | +3.8% | +20.1% | +22.1% |
| 3M | +15.8% | +2.4% | +13.4% | +14.5% |
| 6M | +31.7% | -1.2% | +32.8% | +31.6% |
| YTD | +25.7% | +9.3% | +16.4% | +20.3% |
| 1Y | +24.4% | +6.4% | +18.0% | +20.2% |
| 3Y | +65.9% | +66.4% | -0.5% | +31.5% |
| All | -8.2% | +74.5% | -82.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling