+150.5%
GOOGL vs CNP
+52.8%
+97.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.2% |
| 30D | -6.6% | -1.8% | -4.7% | -6.6% |
| 3M | -8.9% | -4.6% | -4.3% | -9.3% |
| 6M | +11.9% | -8.8% | +20.7% | +11.5% |
| YTD | +8.3% | +5.2% | +3.1% | +8.2% |
| 1Y | +46.2% | +8.3% | +37.9% | +46.2% |
| All | +150.5% | +52.8% | +97.8% | +145.5% |
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