+599.5%
XYZ vs CNP
+138.0%
+461.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +12.1% | -4.2% | +16.3% | +14.4% |
| 30D | +12.4% | +5.5% | +6.8% | +8.8% |
| 3M | +8.2% | +0.6% | +7.6% | +7.2% |
| 6M | +20.7% | -2.8% | +23.5% | +21.1% |
| YTD | +31.3% | +7.9% | +23.5% | +23.3% |
| 1Y | +20.5% | +6.7% | +13.9% | +13.7% |
| 3Y | +72.6% | +61.1% | +11.5% | +24.0% |
| 5Y | -64.0% | +73.0% | -137.0% | -75.1% |
| All | +599.5% | +138.0% | +461.5% | +215.3% |
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