-37.5%
U vs CNP
+142.8%
-180.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +4.5% | +1.6% | +2.8% | +4.1% |
| 30D | -0.6% | -0.8% | +0.2% | -0.4% |
| 3M | +48.4% | -3.6% | +52.0% | +49.2% |
| 6M | +115.4% | -6.9% | +122.3% | +117.8% |
| YTD | -3.2% | +6.4% | -9.6% | -6.1% |
| 1Y | -6.0% | +9.9% | -16.0% | -10.1% |
| 3Y | +13.5% | +53.1% | -39.6% | -4.8% |
| 5Y | -68.0% | +72.0% | -140.0% | -72.7% |
| All | -37.5% | +142.8% | -180.2% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling