+65.3%
T vs CNP
+135.4%
-70.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.5% | +1.6% | -3.2% | -2.1% |
| 30D | +7.6% | -0.8% | +8.4% | +7.9% |
| 3M | +15.3% | -3.6% | +18.9% | +16.9% |
| 6M | -8.5% | -6.9% | -1.5% | -6.1% |
| YTD | +6.8% | +6.4% | +0.3% | +4.3% |
| 1Y | -7.2% | +9.9% | -17.2% | -10.6% |
| 3Y | +108.2% | +53.1% | +55.2% | +76.9% |
| 5Y | +66.1% | +72.0% | -5.9% | +34.4% |
| 10Y | +65.3% | +131.5% | -66.2% | +9.8% |
| All | +65.3% | +135.4% | -70.1% | +9.8% |
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 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