+55.7%
T vs CNP
+74.6%
-18.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.7% | -4.3% | +6.0% | +3.4% |
| 30D | -1.7% | +5.7% | -7.4% | -4.0% |
| 3M | -7.3% | +0.9% | -8.2% | -7.9% |
| 6M | -11.2% | -1.1% | -10.1% | -10.9% |
| YTD | -8.1% | +8.3% | -16.3% | -11.2% |
| 1Y | -8.0% | +5.9% | -13.9% | -10.4% |
| 3Y | +62.1% | +64.6% | -2.5% | +30.4% |
| 5Y | +55.7% | +74.6% | -18.9% | +19.3% |
| All | +55.7% | +74.6% | -18.9% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling