+535.7%
ON vs CNP
+143.3%
+392.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.2% |
| 7D | -4.1% | -3.0% | -1.1% | -2.5% |
| 30D | -10.2% | +6.8% | -17.1% | -13.2% |
| 3M | -12.7% | +3.6% | -16.4% | -14.4% |
| 6M | -32.5% | 0.0% | -32.5% | -33.4% |
| YTD | +28.6% | +9.4% | +19.2% | +20.4% |
| 1Y | +43.4% | +6.8% | +36.6% | +35.8% |
| 3Y | +3.3% | +64.2% | -60.8% | -25.5% |
| 5Y | +22.5% | +76.0% | -53.5% | -16.5% |
| 10Y | +535.7% | +143.3% | +392.4% | +207.5% |
| All | +535.7% | +143.3% | +392.4% | +207.5% |
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 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