-83.2%
FIG vs CNP
+10.7%
-93.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +3.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.9% |
| 30D | -9.5% | +3.8% | -13.3% | -8.1% |
| 3M | -26.2% | +2.4% | -28.5% | -25.6% |
| 6M | +2.7% | -1.2% | +3.9% | +3.2% |
| YTD | -48.0% | +9.3% | -57.2% | -44.9% |
| 1Y | -52.0% | +6.4% | -58.5% | -49.1% |
| All | -83.2% | +10.7% | -93.9% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling