+386.6%
PSX vs CNP
+132.2%
+254.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | +1.8% | +0.7% | +1.2% | +1.5% |
| 30D | +21.6% | -0.1% | +21.7% | +21.6% |
| 3M | +46.5% | -5.6% | +52.1% | +50.0% |
| 6M | +62.0% | -7.5% | +69.5% | +66.9% |
| YTD | +106.3% | +5.5% | +100.8% | +99.5% |
| 1Y | +103.0% | +8.3% | +94.6% | +93.3% |
| 3Y | +135.5% | +51.8% | +83.8% | +85.9% |
| 5Y | +368.5% | +69.9% | +298.6% | +241.4% |
| 10Y | +386.6% | +139.9% | +246.6% | +174.0% |
| All | +386.6% | +132.2% | +254.3% | +174.0% |
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