+95.6%
F vs CNP
+137.5%
-42.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.8% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +4.6% | -1.8% | +6.4% | +5.4% |
| 3M | -3.7% | -4.6% | +1.0% | -1.9% |
| 6M | +16.8% | -8.8% | +25.7% | +21.3% |
| YTD | +15.3% | +5.2% | +10.1% | +11.4% |
| 1Y | +31.0% | +8.3% | +22.7% | +24.5% |
| 3Y | +45.4% | +54.9% | -9.4% | +13.7% |
| 5Y | +54.7% | +73.5% | -18.8% | +14.3% |
| All | +95.6% | +137.5% | -42.0% | +9.7% |
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