+894.6%
FIX vs CNP
+69.8%
+824.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -10.7% |
| 7D | -27.2% | -5.3% | -21.9% | -25.7% |
| 30D | -46.9% | +3.7% | -50.6% | -47.4% |
| 3M | -44.4% | -1.1% | -43.3% | -44.1% |
| 6M | -50.9% | -7.1% | -43.8% | -49.9% |
| YTD | +3.5% | +6.0% | -2.5% | +0.8% |
| 1Y | -2.1% | +5.2% | -7.3% | -4.5% |
| 3Y | +418.7% | +57.5% | +361.2% | +322.2% |
| 5Y | +894.6% | +70.0% | +824.5% | +655.1% |
| All | +894.6% | +69.8% | +824.8% | +655.1% |
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