+18.4%
U vs CNP
+8.7%
+9.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +2.1% |
| 7D | +7.5% | -1.3% | +8.8% | +6.5% |
| 30D | -7.0% | +8.7% | -15.8% | -0.6% |
| 3M | +20.6% | -0.7% | +21.3% | +19.1% |
| 6M | +53.2% | -4.2% | +57.3% | +48.1% |
| YTD | -3.9% | +8.9% | -12.7% | +14.3% |
| 1Y | +18.4% | +8.3% | +10.0% | +42.4% |
| All | +18.4% | +8.7% | +9.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling