+207.8%
TER vs CNP
+63.0%
+144.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | +24.0% | +2.5% | +21.5% | +24.1% |
| 30D | -30.6% | +4.0% | -34.7% | -30.3% |
| 3M | -34.5% | +1.6% | -36.1% | -34.4% |
| 6M | -26.4% | -1.7% | -24.7% | -26.8% |
| YTD | +36.4% | +8.6% | +27.8% | +35.1% |
| 1Y | +47.4% | +5.8% | +41.6% | +46.1% |
| All | +207.8% | +63.0% | +144.8% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling