+299.4%
TPR vs CNP
+55.2%
+244.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -23.0% | -1.8% | -21.1% | -22.7% |
| 3M | -12.5% | -4.6% | -7.8% | -11.7% |
| 6M | -21.4% | -8.8% | -12.6% | -19.8% |
| YTD | -3.5% | +5.2% | -8.7% | -5.8% |
| 1Y | +17.4% | +8.3% | +9.0% | +13.4% |
| All | +299.4% | +55.2% | +244.3% | +229.9% |
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