+43.2%
TER vs CNP
+8.7%
+34.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.5% | -3.3% | -8.0% |
| 7D | -19.9% | -1.3% | -18.6% | -20.1% |
| 30D | -43.5% | +8.7% | -52.3% | -41.7% |
| 3M | -37.8% | -0.7% | -37.1% | -38.3% |
| 6M | -25.6% | -4.2% | -21.4% | -27.4% |
| YTD | +29.8% | +8.9% | +21.0% | +27.1% |
| 1Y | +43.2% | +8.3% | +34.8% | +41.5% |
| All | +43.2% | +8.7% | +34.5% | +41.5% |
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