+12,471.5%
FIX vs CNP
+793.4%
+11,678.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | -7.2% | -1.8% | -5.4% | -6.9% |
| 3M | -15.9% | -4.6% | -11.2% | -15.2% |
| 6M | +12.7% | -8.8% | +21.6% | +14.8% |
| YTD | +72.8% | +5.2% | +67.6% | +70.3% |
| 1Y | +122.9% | +8.3% | +114.6% | +118.0% |
| 3Y | +774.3% | +54.9% | +719.4% | +683.4% |
| 5Y | +2,049.5% | +73.5% | +1,976.0% | +1,777.2% |
| 10Y | +5,821.5% | +139.1% | +5,682.3% | +4,650.1% |
| All | +12,471.5% | +793.4% | +11,678.1% | +6,744.8% |
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