-83.7%
FIG vs CNP
+9.3%
-93.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.7% |
| 7D | -13.1% | -4.2% | -8.9% | -15.0% |
| 30D | -13.0% | +5.5% | -18.5% | -10.7% |
| 3M | -21.5% | +0.6% | -22.1% | -21.4% |
| 6M | -2.5% | -2.8% | +0.4% | -2.6% |
| YTD | -49.7% | +7.9% | -57.5% | -47.0% |
| 1Y | -59.1% | +6.7% | -65.7% | -56.8% |
| All | -83.7% | +9.3% | -93.0% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling