+416.5%
TPR vs CNP
+60.3%
+356.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +14.2% | -4.2% | +18.4% | +15.2% |
| 30D | +17.1% | +5.5% | +11.6% | +15.4% |
| 3M | -17.7% | +0.6% | -18.3% | -18.0% |
| 6M | -10.2% | -2.8% | -7.3% | -10.0% |
| YTD | +4.9% | +7.9% | -3.0% | +1.5% |
| 1Y | +36.1% | +6.7% | +29.5% | +32.1% |
| 3Y | +416.5% | +61.1% | +355.3% | +306.1% |
| All | +416.5% | +60.3% | +356.2% | +306.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling