+243.6%
W vs CNP
+142.6%
+101.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +3.3% | -4.3% | +7.6% | +5.6% |
| 30D | +10.5% | +5.7% | +4.8% | +6.9% |
| 3M | +9.6% | +0.9% | +8.7% | +8.6% |
| 6M | +76.4% | -1.1% | +77.4% | +75.9% |
| YTD | +16.4% | +8.3% | +8.1% | +9.0% |
| 1Y | +9.3% | +5.9% | +3.4% | +3.7% |
| 3Y | +172.8% | +64.6% | +108.2% | +94.8% |
| 5Y | -53.4% | +74.6% | -128.0% | -68.1% |
| 10Y | +243.6% | +139.8% | +103.8% | +84.8% |
| All | +243.6% | +142.6% | +101.1% | +84.8% |
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