+554.0%
XYZ vs CNP
+235.5%
+318.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +12.1% | -4.2% | +16.3% | +14.3% |
| 30D | +12.4% | +5.5% | +6.8% | +8.9% |
| 3M | +8.2% | +0.6% | +7.6% | +7.3% |
| 6M | +20.7% | -2.8% | +23.5% | +21.1% |
| YTD | +31.3% | +7.9% | +23.5% | +23.7% |
| 1Y | +20.5% | +6.7% | +13.9% | +14.0% |
| 3Y | +72.6% | +61.1% | +11.5% | +26.0% |
| 5Y | -64.0% | +73.0% | -137.0% | -74.6% |
| 10Y | +601.8% | +141.9% | +459.9% | +256.5% |
| All | +554.0% | +235.5% | +318.5% | +225.0% |
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