+3,759.0%
FIX vs CNP
+142.1%
+3,616.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.3% |
| 7D | +6.4% | -0.1% | +6.5% | +6.7% |
| 30D | -29.1% | +5.0% | -34.1% | -30.6% |
| 3M | -31.1% | +2.7% | -33.8% | -31.9% |
| 6M | -42.8% | -1.9% | -40.9% | -42.6% |
| YTD | +24.6% | +8.8% | +15.9% | +18.7% |
| 1Y | +21.9% | +5.6% | +16.3% | +17.7% |
| 3Y | +524.9% | +63.2% | +461.7% | +373.2% |
| 5Y | +1,092.2% | +73.8% | +1,018.5% | +760.4% |
| 10Y | +3,759.0% | +144.0% | +3,615.0% | +2,001.3% |
| All | +3,759.0% | +142.1% | +3,616.9% | +2,001.3% |
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