+163.6%
W vs CNP
+143.0%
+20.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | +1.1% | -5.3% | -4.7% |
| 30D | -7.6% | -1.8% | -5.7% | -6.7% |
| 3M | +37.2% | -4.6% | +41.8% | +40.1% |
| 6M | +26.3% | -8.8% | +35.2% | +31.4% |
| YTD | -1.0% | +5.2% | -6.2% | -5.2% |
| 1Y | +20.1% | +8.3% | +11.8% | +12.9% |
| 3Y | +37.8% | +54.9% | -17.1% | +3.6% |
| 5Y | -63.7% | +73.5% | -137.2% | -74.5% |
| 10Y | +156.3% | +139.1% | +17.2% | +23.8% |
| All | +163.6% | +143.0% | +20.6% | +32.4% |
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