+5,387.7%
O vs CNP
+1,210.2%
+4,177.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -1.9% | -1.8% | -0.1% | -1.4% |
| 3M | +3.8% | -4.6% | +8.5% | +5.2% |
| 6M | -4.7% | -8.8% | +4.1% | -2.4% |
| YTD | +12.5% | +5.2% | +7.2% | +10.9% |
| 1Y | +10.8% | +8.3% | +2.5% | +8.3% |
| 3Y | +28.8% | +54.9% | -26.1% | +13.8% |
| 5Y | +13.2% | +73.5% | -60.3% | -3.0% |
| 10Y | +53.5% | +139.1% | -85.7% | +20.2% |
| All | +5,387.7% | +1,210.2% | +4,177.5% | +3,205.5% |
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