+1,579.9%
T vs CNP
+1,874.4%
-294.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +1.0% | -4.2% | +5.2% | +2.0% |
| 30D | -10.6% | +5.5% | -16.1% | -11.8% |
| 3M | -7.7% | +0.6% | -8.3% | -8.0% |
| 6M | -13.3% | -2.8% | -10.5% | -12.8% |
| YTD | -8.8% | +7.9% | -16.6% | -10.5% |
| 1Y | -8.4% | +6.7% | -15.1% | -10.0% |
| 3Y | +59.6% | +61.1% | -1.5% | +41.8% |
| 5Y | +52.1% | +73.0% | -20.9% | +32.6% |
| 10Y | +56.9% | +141.9% | -85.0% | +22.7% |
| All | +1,579.9% | +1,874.4% | -294.5% | +477.8% |
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 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