+338.3%
PSX vs CNP
+143.3%
+195.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -7.8% | -3.0% | -4.8% | -6.5% |
| 30D | -9.9% | +6.8% | -16.7% | -12.6% |
| 3M | +16.9% | +3.6% | +13.3% | +14.8% |
| 6M | +48.0% | 0.0% | +48.0% | +47.1% |
| YTD | +98.3% | +9.4% | +88.9% | +88.4% |
| 1Y | +86.2% | +6.8% | +79.3% | +78.7% |
| 3Y | +144.0% | +64.2% | +79.8% | +85.4% |
| 5Y | +287.7% | +76.0% | +211.7% | +177.6% |
| 10Y | +338.3% | +143.3% | +195.0% | +146.4% |
| All | +338.3% | +143.3% | +195.0% | +146.4% |
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 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