-68.4%
U vs CNP
+73.6%
-142.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.1% |
| 7D | +36.6% | -4.2% | +40.8% | +37.8% |
| 30D | +13.3% | +5.5% | +7.8% | +11.3% |
| 3M | +26.2% | +0.6% | +25.6% | +25.5% |
| 6M | +88.7% | -2.8% | +91.6% | +88.5% |
| YTD | +16.6% | +7.9% | +8.7% | +10.9% |
| 1Y | +29.0% | +6.7% | +22.3% | +22.9% |
| 3Y | +99.5% | +61.1% | +38.4% | +48.3% |
| All | -68.4% | +73.6% | -142.0% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling