+202.8%
TER vs CNP
+73.1%
+129.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | -8.3% | -1.8% | -6.4% | -7.9% |
| 3M | -12.2% | -4.6% | -7.6% | -12.0% |
| 6M | +17.1% | -8.8% | +25.9% | +18.7% |
| YTD | +84.7% | +5.2% | +79.4% | +79.5% |
| 1Y | +199.9% | +8.3% | +191.6% | +187.8% |
| 3Y | +232.8% | +54.9% | +177.9% | +172.8% |
| All | +202.8% | +73.1% | +129.7% | +147.5% |
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 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