+821.1%
PM vs CNP
+498.5%
+322.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -7.3% | -4.3% | -3.0% | -5.7% |
| 30D | -4.0% | +5.7% | -9.7% | -6.2% |
| 3M | +2.7% | +0.9% | +1.8% | +2.2% |
| 6M | +14.9% | -1.1% | +15.9% | +15.2% |
| YTD | +23.5% | +8.3% | +15.3% | +19.4% |
| 1Y | +30.4% | +5.9% | +24.4% | +27.0% |
| 3Y | +143.2% | +64.6% | +78.6% | +97.1% |
| 5Y | +159.5% | +74.6% | +84.9% | +103.1% |
| 10Y | +234.7% | +139.8% | +94.8% | +114.1% |
| All | +821.1% | +498.5% | +322.6% | +270.8% |
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