-53.8%
TEAM vs CNP
+76.4%
-130.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.1% | -7.2% |
| 7D | -5.7% | +1.6% | -7.3% | -6.0% |
| 30D | +18.3% | -0.8% | +19.1% | +18.5% |
| 3M | +80.2% | -3.6% | +83.8% | +81.3% |
| 6M | +111.0% | -6.9% | +117.9% | +113.5% |
| YTD | +8.8% | +6.4% | +2.4% | +4.3% |
| 1Y | +2.2% | +9.9% | -7.8% | -3.7% |
| 3Y | -14.6% | +53.1% | -67.7% | -32.2% |
| 5Y | -53.8% | +72.0% | -125.7% | -62.8% |
| All | -53.8% | +76.4% | -130.2% | -62.8% |
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 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