+13,444.1%
GOOG vs CNP
+719.7%
+12,724.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -6.8% | -1.8% | -5.0% | -6.3% |
| 3M | -9.1% | -4.6% | -4.4% | -8.0% |
| 6M | +10.7% | -8.8% | +19.6% | +13.6% |
| YTD | +7.1% | +5.2% | +1.8% | +4.4% |
| 1Y | +44.6% | +8.3% | +36.3% | +39.5% |
| 3Y | +147.4% | +54.9% | +92.5% | +106.2% |
| 5Y | +133.8% | +73.5% | +60.3% | +85.3% |
| 10Y | +777.5% | +139.1% | +638.4% | +473.6% |
| All | +13,444.1% | +719.7% | +12,724.4% | +5,067.9% |
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 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