+2,340.5%
EXC vs CNP
+1,826.3%
+514.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -3.7% | -1.8% | -1.9% | -3.0% |
| 3M | -1.3% | -4.6% | +3.4% | +0.6% |
| 6M | -9.7% | -8.8% | -0.9% | -6.4% |
| YTD | +2.9% | +5.2% | -2.3% | +1.0% |
| 1Y | +4.4% | +8.3% | -3.9% | +1.4% |
| 3Y | +22.2% | +54.9% | -32.7% | +3.4% |
| 5Y | +46.7% | +73.5% | -26.8% | +19.6% |
| 10Y | +155.3% | +139.1% | +16.2% | +82.9% |
| All | +2,340.5% | +1,826.3% | +514.2% | +647.0% |
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