-10.5%
T vs CNP
+9.1%
-19.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -3.1% | +0.7% | -3.7% | -3.3% |
| 30D | +4.6% | -0.1% | +4.6% | +4.5% |
| 3M | +12.2% | -5.6% | +17.8% | +15.7% |
| 6M | -6.5% | -7.5% | +1.0% | -3.2% |
| YTD | +4.9% | +5.5% | -0.6% | +6.0% |
| 1Y | -10.5% | +8.3% | -18.8% | -9.1% |
| All | -10.5% | +9.1% | -19.6% | -9.1% |
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