+7,433.0%
FIX vs CNP
+800.2%
+6,632.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.6% | -9.0% | -11.0% |
| 7D | -27.2% | -5.3% | -21.9% | -26.2% |
| 30D | -46.9% | +3.7% | -50.6% | -47.3% |
| 3M | -44.4% | -1.1% | -43.3% | -44.2% |
| 6M | -50.9% | -7.1% | -43.8% | -50.2% |
| YTD | +3.5% | +6.0% | -2.5% | +2.0% |
| 1Y | -2.1% | +5.2% | -7.3% | -3.5% |
| 3Y | +418.7% | +57.5% | +361.2% | +364.0% |
| 5Y | +894.6% | +70.0% | +824.5% | +773.1% |
| 10Y | +3,465.5% | +137.8% | +3,327.7% | +2,763.6% |
| All | +7,433.0% | +800.2% | +6,632.8% | +3,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling