+383.3%
TPR vs CNP
+143.3%
+240.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +12.1% | -3.0% | +15.1% | +13.8% |
| 30D | +16.7% | +6.8% | +9.8% | +11.7% |
| 3M | -17.4% | +3.6% | -21.0% | -19.6% |
| 6M | +2.3% | 0.0% | +2.3% | +1.2% |
| YTD | +7.1% | +9.4% | -2.3% | -0.5% |
| 1Y | +29.5% | +6.8% | +22.7% | +21.9% |
| 3Y | +415.0% | +64.2% | +350.9% | +257.7% |
| 5Y | +261.5% | +76.0% | +185.4% | +131.9% |
| 10Y | +383.3% | +143.3% | +240.0% | +119.7% |
| All | +383.3% | +143.3% | +240.0% | +119.7% |
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