+291.3%
IR vs CNP
+92.3%
+199.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | -2.8% | +1.1% | -3.9% | -3.3% |
| 30D | -15.1% | -1.8% | -13.3% | -14.5% |
| 3M | +6.1% | -4.6% | +10.7% | +8.1% |
| 6M | -16.8% | -8.8% | -8.0% | -13.6% |
| YTD | -3.5% | +5.2% | -8.8% | -6.2% |
| 1Y | -3.5% | +8.3% | -11.8% | -7.5% |
| 3Y | +9.5% | +54.9% | -45.4% | -12.9% |
| 5Y | +45.1% | +73.5% | -28.4% | +8.4% |
| All | +291.3% | +92.3% | +199.0% | +152.5% |
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 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