+3,604.4%
FIX vs CNP
+145.0%
+3,459.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +17.0% | +2.5% | +14.6% | +15.7% |
| 30D | -30.6% | +4.0% | -34.6% | -31.8% |
| 3M | -35.0% | +1.6% | -36.7% | -35.4% |
| 6M | -44.0% | -1.7% | -42.3% | -43.8% |
| YTD | +21.1% | +8.6% | +12.5% | +15.5% |
| 1Y | +16.3% | +5.8% | +10.4% | +12.1% |
| 3Y | +507.4% | +63.0% | +444.4% | +360.2% |
| 5Y | +1,052.1% | +74.7% | +977.4% | +729.1% |
| All | +3,604.4% | +145.0% | +3,459.4% | +1,931.3% |
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 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