+6,438.2%
EW vs CNP
+637.0%
+5,801.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +1.0% | -1.8% | +2.9% | +1.3% |
| 3M | +2.8% | -4.6% | +7.4% | +3.6% |
| 6M | +5.5% | -8.8% | +14.3% | +7.0% |
| YTD | +5.5% | +5.2% | +0.2% | +4.3% |
| 1Y | +11.0% | +8.3% | +2.7% | +9.2% |
| 3Y | +17.7% | +54.9% | -37.2% | +8.3% |
| 5Y | -25.7% | +73.5% | -99.2% | -33.0% |
| 10Y | +132.8% | +139.1% | -6.3% | +95.0% |
| All | +6,438.2% | +637.0% | +5,801.2% | +4,920.9% |
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