+638.0%
XYZ vs CNP
+142.6%
+495.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +14.9% | -4.3% | +19.2% | +17.3% |
| 30D | +14.7% | +5.7% | +8.9% | +10.9% |
| 3M | +12.1% | +0.9% | +11.2% | +10.9% |
| 6M | +18.3% | -1.1% | +19.4% | +17.6% |
| YTD | +36.1% | +8.3% | +27.8% | +27.5% |
| 1Y | +35.3% | +5.9% | +29.4% | +28.3% |
| 3Y | +73.5% | +64.6% | +8.8% | +23.1% |
| 5Y | -61.6% | +74.6% | -136.2% | -73.6% |
| 10Y | +638.0% | +139.8% | +498.2% | +235.8% |
| All | +638.0% | +142.6% | +495.4% | +235.8% |
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