-55.9%
W vs CNP
+74.5%
-130.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | +6.8% | +3.8% | +3.0% | +4.9% |
| 3M | +10.7% | +2.4% | +8.3% | +9.2% |
| 6M | +86.3% | -1.2% | +87.5% | +86.1% |
| YTD | +11.5% | +9.3% | +2.2% | +4.7% |
| 1Y | +5.1% | +6.4% | -1.3% | 0.0% |
| 3Y | +171.0% | +66.4% | +104.6% | +92.3% |
| All | -55.9% | +74.5% | -130.4% | -66.2% |
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