+79.8%
F vs CNP
+138.0%
-58.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | +1.6% | -4.2% | +5.7% | +3.6% |
| 30D | +2.6% | +5.5% | -2.9% | -0.2% |
| 3M | -8.8% | +0.6% | -9.4% | -9.4% |
| 6M | +4.6% | -2.8% | +7.5% | +5.4% |
| YTD | -1.9% | +7.9% | -9.8% | -6.6% |
| 1Y | -0.8% | +6.7% | -7.4% | -5.1% |
| 3Y | +43.5% | +61.1% | -17.7% | +9.6% |
| 5Y | -12.1% | +73.0% | -85.0% | -35.0% |
| All | +79.8% | +138.0% | -58.2% | +8.1% |
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