+38.1%
O vs CNP
+60.3%
-22.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.5% |
| 7D | +3.7% | -4.2% | +7.9% | +5.5% |
| 30D | +11.2% | +5.5% | +5.7% | +8.4% |
| 3M | -4.0% | +0.6% | -4.6% | -4.5% |
| 6M | -5.2% | -2.8% | -2.4% | -4.2% |
| YTD | +9.5% | +7.9% | +1.6% | +5.8% |
| 1Y | +10.6% | +6.7% | +3.9% | +7.4% |
| 3Y | +38.1% | +61.1% | -23.0% | +9.3% |
| All | +38.1% | +60.3% | -22.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling