+767.4%
GOOG vs CNP
+137.1%
+630.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | -3.6% | -2.1% | -1.6% | -3.1% |
| 3M | -6.4% | -7.9% | +1.5% | -4.6% |
| 6M | +7.8% | -8.3% | +16.1% | +9.9% |
| YTD | +5.5% | +3.8% | +1.7% | +3.7% |
| 1Y | +38.3% | +5.9% | +32.4% | +35.0% |
| 3Y | +143.1% | +49.3% | +93.8% | +110.8% |
| 5Y | +135.0% | +69.3% | +65.7% | +94.7% |
| All | +767.4% | +137.1% | +630.3% | +508.7% |
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