+105.6%
V vs CNP
+73.5%
+32.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.4% | +2.5% | -2.8% | -1.0% |
| 30D | +6.3% | +4.0% | +2.3% | +5.1% |
| 3M | +17.2% | +1.6% | +15.5% | +16.4% |
| 6M | +29.2% | -1.7% | +30.9% | +29.5% |
| YTD | +20.8% | +8.6% | +12.2% | +17.1% |
| 1Y | +25.0% | +5.8% | +19.2% | +22.2% |
| 3Y | +75.3% | +63.0% | +12.3% | +46.6% |
| All | +105.6% | +73.5% | +32.2% | +64.2% |
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