+17.1%
TER vs CNP
-7.6%
+24.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.0% |
| 7D | +0.6% | +1.1% | -0.5% | +1.3% |
| 30D | -8.3% | -1.8% | -6.4% | -9.4% |
| 3M | -12.2% | -4.6% | -7.6% | -17.0% |
| 6M | +17.1% | -8.8% | +25.9% | +8.6% |
| All | +17.1% | -7.6% | +24.7% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling