+512.8%
F vs CNP
+1,840.9%
-1,328.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | +1.4% | -5.3% | +6.7% | +2.9% |
| 30D | +2.0% | +3.7% | -1.6% | +0.9% |
| 3M | -10.4% | -1.1% | -9.3% | -10.2% |
| 6M | +9.7% | -7.1% | +16.8% | +11.7% |
| YTD | -1.2% | +6.0% | -7.2% | -3.3% |
| 1Y | 0.0% | +5.2% | -5.2% | -2.0% |
| 3Y | +41.1% | +57.5% | -16.4% | +22.4% |
| 5Y | -11.4% | +70.0% | -81.5% | -24.6% |
| 10Y | +85.0% | +137.8% | -52.8% | +39.7% |
| All | +512.8% | +1,840.9% | -1,328.1% | +140.7% |
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 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