+48.4%
IR vs CNP
+73.1%
-24.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -15.1% | -1.8% | -13.3% | -14.6% |
| 3M | +6.1% | -4.6% | +10.7% | +7.8% |
| 6M | -16.8% | -8.8% | -8.0% | -14.2% |
| YTD | -3.5% | +5.2% | -8.8% | -5.7% |
| 1Y | -3.5% | +8.3% | -11.8% | -6.8% |
| 3Y | +9.5% | +54.9% | -45.4% | -10.0% |
| All | +48.4% | +73.1% | -24.7% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling