-63.7%
XYZ vs CNP
+74.5%
-138.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | +11.5% | +3.8% | +7.7% | +9.4% |
| 3M | +1.8% | +2.4% | -0.6% | +0.3% |
| 6M | +21.2% | -1.2% | +22.4% | +20.7% |
| YTD | +29.9% | +9.3% | +20.7% | +22.0% |
| 1Y | +35.8% | +6.4% | +29.3% | +29.2% |
| 3Y | +62.6% | +66.4% | -3.8% | +11.4% |
| All | -63.7% | +74.5% | -138.2% | -75.4% |
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 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