+137.1%
PSX vs CNP
+55.3%
+81.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +4.5% | +1.1% | +3.4% | +4.4% |
| 30D | +26.6% | -1.8% | +28.4% | +26.8% |
| 3M | +39.3% | -4.6% | +43.9% | +39.8% |
| 6M | +56.8% | -8.8% | +65.7% | +58.2% |
| YTD | +101.8% | +5.2% | +96.6% | +100.2% |
| 1Y | +99.6% | +8.3% | +91.3% | +97.0% |
| All | +137.1% | +55.3% | +81.9% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling