+66.2%
XYZ vs CNP
+65.1%
+1.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.3% |
| 7D | +12.6% | -3.0% | +15.6% | +12.5% |
| 30D | +10.8% | +6.8% | +4.0% | +10.5% |
| 3M | +8.4% | +3.6% | +4.7% | +8.1% |
| 6M | +14.3% | 0.0% | +14.4% | +14.0% |
| YTD | +31.5% | +9.4% | +22.1% | +29.7% |
| 1Y | +28.1% | +6.8% | +21.3% | +26.9% |
| 3Y | +66.2% | +64.2% | +2.0% | +40.9% |
| All | +66.2% | +65.1% | +1.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling