+533.2%
XYZ vs CNP
+227.3%
+305.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.5% |
| 30D | -1.7% | -1.8% | +0.1% | -0.9% |
| 3M | +16.7% | -4.6% | +21.4% | +19.0% |
| 6M | +26.9% | -8.8% | +35.7% | +31.7% |
| YTD | +27.1% | +5.2% | +21.9% | +21.7% |
| 1Y | +9.3% | +8.3% | +0.9% | +2.7% |
| 3Y | +42.3% | +54.9% | -12.6% | +6.4% |
| 5Y | -69.3% | +73.5% | -142.8% | -78.4% |
| 10Y | +586.8% | +139.1% | +447.7% | +254.2% |
| All | +533.2% | +227.3% | +305.9% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling