+1,046.7%
FIX vs CNP
+74.6%
+972.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.3% |
| 7D | -7.2% | -4.3% | -2.9% | -5.6% |
| 30D | -35.1% | +5.7% | -40.8% | -36.1% |
| 3M | -34.3% | +0.9% | -35.2% | -34.3% |
| 6M | -42.9% | -1.1% | -41.9% | -43.0% |
| YTD | +19.5% | +8.3% | +11.2% | +15.5% |
| 1Y | +16.8% | +5.9% | +10.9% | +13.7% |
| 3Y | +506.7% | +64.6% | +442.1% | +384.8% |
| 5Y | +1,046.7% | +74.6% | +972.1% | +762.9% |
| All | +1,046.7% | +74.6% | +972.1% | +762.9% |
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