+615.0%
F vs CNP
+1,826.3%
-1,211.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.7% |
| 7D | +5.3% | +1.1% | +4.2% | +5.0% |
| 30D | +4.6% | -1.8% | +6.4% | +5.1% |
| 3M | -3.7% | -4.6% | +1.0% | -2.6% |
| 6M | +16.8% | -8.8% | +25.7% | +19.5% |
| YTD | +15.3% | +5.2% | +10.1% | +13.1% |
| 1Y | +31.0% | +8.3% | +22.7% | +27.3% |
| 3Y | +45.4% | +54.9% | -9.4% | +27.0% |
| 5Y | +54.7% | +73.5% | -18.8% | +31.0% |
| 10Y | +98.2% | +139.1% | -40.9% | +49.6% |
| All | +615.0% | +1,826.3% | -1,211.3% | +181.7% |
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