-33.8%
CCL vs CNP
+145.0%
-178.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -0.3% | +2.5% | -2.8% | -2.1% |
| 30D | +10.3% | +4.0% | +6.3% | +6.8% |
| 3M | +6.6% | +1.6% | +4.9% | +4.8% |
| 6M | +20.0% | -1.7% | +21.7% | +20.2% |
| YTD | -1.9% | +8.6% | -10.5% | -10.1% |
| 1Y | +10.4% | +5.8% | +4.6% | +2.9% |
| 3Y | +134.8% | +63.0% | +71.8% | +49.2% |
| 5Y | +34.0% | +74.7% | -40.7% | -21.5% |
| All | -33.8% | +145.0% | -178.8% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling