+54.6%
TER vs CNP
+73.6%
-19.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.8% | +2.2% |
| 7D | -20.5% | -4.2% | -16.3% | -19.6% |
| 30D | -47.0% | +5.5% | -52.5% | -47.6% |
| 3M | -43.3% | +0.6% | -43.9% | -43.3% |
| 6M | -42.9% | -2.8% | -40.1% | -42.9% |
| YTD | +12.9% | +7.9% | +5.0% | +9.0% |
| 1Y | +18.2% | +6.7% | +11.5% | +14.4% |
| 3Y | +151.8% | +61.1% | +90.6% | +100.9% |
| All | +54.6% | +73.6% | -19.0% | +16.9% |
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 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