+1,872.1%
T vs CNP
+1,826.3%
+45.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +11.4% | -1.8% | +13.2% | +11.8% |
| 3M | +14.3% | -4.6% | +18.9% | +15.6% |
| 6M | -9.3% | -8.8% | -0.4% | -7.3% |
| YTD | +7.1% | +5.2% | +1.9% | +5.8% |
| 1Y | -9.1% | +8.3% | -17.4% | -10.9% |
| 3Y | +105.3% | +54.9% | +50.5% | +84.3% |
| 5Y | +66.8% | +73.5% | -6.7% | +45.4% |
| 10Y | +66.8% | +139.1% | -72.3% | +31.0% |
| All | +1,872.1% | +1,826.3% | +45.8% | +583.1% |
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 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