+15,818.7%
TT vs CNP
+1,826.3%
+13,992.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -7.4% | -1.8% | -5.6% | -6.9% |
| 3M | -3.2% | -4.6% | +1.4% | -2.1% |
| 6M | +1.1% | -8.8% | +10.0% | +3.3% |
| YTD | +15.6% | +5.2% | +10.4% | +13.7% |
| 1Y | +9.2% | +8.3% | +0.9% | +6.4% |
| 3Y | +124.4% | +54.9% | +69.5% | +97.4% |
| 5Y | +138.0% | +73.5% | +64.5% | +102.8% |
| 10Y | +886.4% | +139.1% | +747.3% | +650.7% |
| All | +15,818.7% | +1,826.3% | +13,992.3% | +6,375.2% |
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