-26.3%
U vs CNP
+149.6%
-175.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +24.4% | -3.0% | +27.4% | +25.0% |
| 30D | +7.4% | +6.8% | +0.5% | +5.7% |
| 3M | +16.8% | +3.6% | +13.2% | +15.7% |
| 6M | +78.8% | 0.0% | +78.8% | +77.6% |
| YTD | +14.0% | +9.4% | +4.6% | +9.7% |
| 1Y | +16.7% | +6.8% | +9.9% | +13.0% |
| 3Y | +86.4% | +64.2% | +22.2% | +52.7% |
| 5Y | -71.5% | +76.0% | -147.5% | -75.8% |
| All | -26.3% | +149.6% | -175.9% | -28.7% |
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