+325.3%
IR vs CNP
+97.1%
+228.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.6% |
| 7D | +3.7% | -4.2% | +7.9% | +5.6% |
| 30D | +7.4% | +5.5% | +1.9% | +4.8% |
| 3M | -5.9% | +0.6% | -6.5% | -6.4% |
| 6M | +5.6% | -2.8% | +8.4% | +6.5% |
| YTD | +4.8% | +7.9% | -3.0% | +0.6% |
| 1Y | +6.9% | +6.7% | +0.3% | +3.1% |
| 3Y | +27.6% | +61.1% | -33.6% | -0.4% |
| 5Y | +45.8% | +73.0% | -27.2% | +9.2% |
| All | +325.3% | +97.1% | +228.2% | +171.0% |
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