+50.3%
O vs CNP
+135.4%
-85.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | -0.6% | +1.6% | -2.2% | -1.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.6% |
| 3M | +3.0% | -3.6% | +6.6% | +5.1% |
| 6M | -3.6% | -6.9% | +3.3% | +0.2% |
| YTD | +12.1% | +6.4% | +5.6% | +7.7% |
| 1Y | +8.9% | +9.9% | -1.1% | +2.5% |
| 3Y | +30.3% | +53.1% | -22.8% | -0.8% |
| 5Y | +13.7% | +72.0% | -58.2% | -20.5% |
| 10Y | +50.3% | +131.5% | -81.2% | -30.4% |
| All | +50.3% | +135.4% | -85.1% | -30.4% |
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