+67.3%
F vs CNP
+146.5%
-79.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.7% |
| 30D | 0.0% | +3.8% | -3.8% | -1.9% |
| 3M | -13.2% | +2.4% | -15.6% | -14.5% |
| 6M | -10.2% | -1.2% | -9.0% | -10.3% |
| YTD | -4.9% | +9.3% | -14.2% | -10.0% |
| 1Y | -6.1% | +6.4% | -12.5% | -10.1% |
| 3Y | +46.0% | +66.4% | -20.4% | +9.6% |
| 5Y | -15.7% | +75.7% | -91.4% | -38.3% |
| All | +67.3% | +146.5% | -79.2% | -6.5% |
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