+389.7%
TPR vs CNP
+142.6%
+247.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | +12.7% | -4.3% | +17.0% | +15.4% |
| 30D | +17.1% | +5.7% | +11.3% | +12.8% |
| 3M | -15.9% | +0.9% | -16.8% | -16.8% |
| 6M | +2.6% | -1.1% | +3.7% | +2.1% |
| YTD | +7.5% | +8.3% | -0.8% | +0.5% |
| 1Y | +32.9% | +5.9% | +27.0% | +25.8% |
| 3Y | +413.8% | +64.6% | +349.2% | +255.9% |
| 5Y | +263.9% | +74.6% | +189.3% | +134.5% |
| 10Y | +389.7% | +139.8% | +249.9% | +124.6% |
| All | +389.7% | +142.6% | +247.1% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling