-7.4%
T vs CNP
+7.7%
-15.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | +2.6% | -3.0% | +5.6% | +3.7% |
| 30D | -1.1% | +6.8% | -7.9% | -3.7% |
| 3M | -7.7% | +3.6% | -11.4% | -9.1% |
| 6M | -10.6% | 0.0% | -10.6% | -9.5% |
| YTD | -7.5% | +9.4% | -16.9% | -7.3% |
| 1Y | -7.4% | +6.8% | -14.3% | -6.6% |
| All | -7.4% | +7.7% | -15.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling