+6.3%
PCAR vs CNP
+7.1%
-0.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | +0.1% | -4.2% | +4.3% | +0.4% |
| 30D | -4.6% | +5.5% | -10.1% | -5.3% |
| 3M | -22.6% | +0.6% | -23.1% | -22.8% |
| 6M | -12.0% | -2.8% | -9.1% | -11.8% |
| YTD | -6.1% | +7.9% | -14.0% | -5.0% |
| 1Y | +6.3% | +6.7% | -0.3% | +7.5% |
| All | +6.3% | +7.1% | -0.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling