+1,102.3%
PSX vs CNP
+254.2%
+848.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | -8.0% | -4.3% | -3.7% | -6.1% |
| 30D | -9.0% | +5.7% | -14.8% | -11.4% |
| 3M | +24.7% | +0.9% | +23.8% | +23.9% |
| 6M | +49.3% | -1.1% | +50.4% | +49.2% |
| YTD | +100.2% | +8.3% | +91.9% | +91.0% |
| 1Y | +88.8% | +5.9% | +82.9% | +81.9% |
| 3Y | +152.5% | +64.6% | +87.9% | +91.6% |
| 5Y | +283.2% | +74.6% | +208.6% | +176.1% |
| 10Y | +345.8% | +139.8% | +206.0% | +151.8% |
| All | +1,102.3% | +254.2% | +848.0% | +497.3% |
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