+141.5%
W vs CNP
+135.4%
+6.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +6.5% | +1.6% | +4.8% | +5.5% |
| 30D | -6.2% | -0.8% | -5.4% | -5.9% |
| 3M | +48.9% | -3.6% | +52.4% | +51.4% |
| 6M | +31.2% | -6.9% | +38.1% | +35.1% |
| YTD | -0.4% | +6.4% | -6.9% | -5.5% |
| 1Y | +14.8% | +9.9% | +4.9% | +6.6% |
| 3Y | +40.5% | +53.1% | -12.6% | +4.6% |
| 5Y | -62.1% | +72.0% | -134.1% | -73.9% |
| 10Y | +141.5% | +131.5% | +10.0% | +6.7% |
| All | +141.5% | +135.4% | +6.1% | +6.7% |
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 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