+5,241.4%
O vs CNP
+1,242.9%
+3,998.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +3.7% | -4.2% | +7.9% | +4.9% |
| 30D | +11.2% | +5.5% | +5.7% | +9.5% |
| 3M | -4.0% | +0.6% | -4.6% | -4.2% |
| 6M | -5.2% | -2.8% | -2.4% | -4.6% |
| YTD | +9.5% | +7.9% | +1.6% | +7.1% |
| 1Y | +10.6% | +6.7% | +3.9% | +8.5% |
| 3Y | +38.1% | +61.1% | -23.0% | +20.7% |
| 5Y | +10.2% | +73.0% | -62.7% | -5.6% |
| 10Y | +71.4% | +141.9% | -70.5% | +33.5% |
| All | +5,241.4% | +1,242.9% | +3,998.5% | +3,092.7% |
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