-62.2%
XYZ vs CNP
+75.8%
-138.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | +11.6% | +5.0% | +6.5% | +8.9% |
| 3M | +8.4% | +2.7% | +5.8% | +6.7% |
| 6M | +17.2% | -1.9% | +19.0% | +17.0% |
| YTD | +31.7% | +8.8% | +22.9% | +23.8% |
| 1Y | +30.1% | +5.6% | +24.4% | +24.2% |
| 3Y | +66.4% | +63.2% | +3.2% | +15.5% |
| 5Y | -62.2% | +73.8% | -135.9% | -74.3% |
| All | -62.2% | +75.8% | -138.0% | -74.3% |
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 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