+336.0%
IR vs CNP
+99.6%
+236.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +2.5% | +1.3% | +1.2% | +1.9% |
| 30D | +9.2% | +3.8% | +5.4% | +7.3% |
| 3M | +0.9% | +2.4% | -1.4% | -0.3% |
| 6M | +19.2% | -1.2% | +20.4% | +19.4% |
| YTD | +7.5% | +9.3% | -1.8% | +2.6% |
| 1Y | +11.7% | +6.4% | +5.3% | +7.8% |
| 3Y | +23.9% | +66.4% | -42.4% | -4.6% |
| 5Y | +46.4% | +75.7% | -29.3% | +8.8% |
| All | +336.0% | +99.6% | +236.3% | +176.2% |
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 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