+7,716.4%
TPR vs CNP
+257.7%
+7,458.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.6% |
| 3M | -12.5% | -4.6% | -7.8% | -11.4% |
| 6M | -21.4% | -8.8% | -12.6% | -19.5% |
| YTD | -3.5% | +5.2% | -8.7% | -5.4% |
| 1Y | +17.4% | +8.3% | +9.0% | +13.9% |
| 3Y | +291.3% | +54.9% | +236.4% | +238.7% |
| 5Y | +241.9% | +73.5% | +168.4% | +184.7% |
| 10Y | +322.7% | +139.1% | +183.5% | +218.4% |
| All | +7,716.4% | +257.7% | +7,458.7% | +5,565.0% |
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