+995.4%
TER vs CNP
+146.5%
+849.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +14.4% | +1.3% | +13.1% | +13.8% |
| 30D | -30.6% | +3.8% | -34.4% | -31.5% |
| 3M | -39.2% | +2.4% | -41.5% | -39.7% |
| 6M | -31.3% | -1.2% | -30.1% | -31.6% |
| YTD | +29.1% | +9.3% | +19.8% | +23.4% |
| 1Y | +47.4% | +6.4% | +41.0% | +42.2% |
| 3Y | +191.2% | +66.4% | +124.9% | +129.2% |
| 5Y | +74.0% | +75.7% | -1.7% | +33.1% |
| All | +995.4% | +146.5% | +849.0% | +551.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling