+140.7%
GOOG vs CNP
+52.2%
+88.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.1% |
| 7D | -1.6% | +0.7% | -2.2% | -1.5% |
| 30D | -7.7% | -0.1% | -7.6% | -7.6% |
| 3M | -9.3% | -5.6% | -3.7% | -9.6% |
| 6M | +7.4% | -7.5% | +14.9% | +7.1% |
| YTD | +4.9% | +5.5% | -0.6% | +4.7% |
| 1Y | +37.2% | +8.3% | +28.9% | +37.1% |
| All | +140.7% | +52.2% | +88.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling