+5,283.0%
O vs CNP
+1,247.9%
+4,035.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +3.3% | -4.3% | +7.6% | +4.5% |
| 30D | +10.3% | +5.7% | +4.6% | +8.6% |
| 3M | -3.5% | +0.9% | -4.4% | -3.8% |
| 6M | -1.3% | -1.1% | -0.2% | -1.1% |
| YTD | +10.3% | +8.3% | +2.1% | +7.8% |
| 1Y | +10.4% | +5.9% | +4.5% | +8.5% |
| 3Y | +40.0% | +64.6% | -24.6% | +21.6% |
| 5Y | +12.4% | +74.6% | -62.2% | -4.0% |
| 10Y | +78.2% | +139.8% | -61.6% | +39.0% |
| All | +5,283.0% | +1,247.9% | +4,035.1% | +3,114.4% |
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 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