+8,094.7%
TMO vs CNP
+1,848.2%
+6,246.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | +28.5% | -3.6% | +32.1% | +29.4% |
| 6M | +20.4% | -6.9% | +27.3% | +21.8% |
| YTD | +4.3% | +6.4% | -2.2% | +2.6% |
| 1Y | +24.1% | +9.9% | +14.2% | +21.2% |
| 3Y | +17.5% | +53.1% | -35.6% | +6.8% |
| 5Y | +6.8% | +72.0% | -65.2% | -5.2% |
| 10Y | +311.9% | +131.5% | +180.4% | +233.4% |
| All | +8,094.7% | +1,848.2% | +6,246.5% | +3,934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling