-41.7%
CCL vs CNP
+132.2%
-173.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.5% |
| 7D | -4.4% | +0.7% | -5.0% | -4.9% |
| 30D | -18.2% | -0.1% | -18.1% | -18.4% |
| 3M | -17.7% | -5.6% | -12.1% | -14.7% |
| 6M | -13.0% | -7.5% | -5.5% | -9.1% |
| YTD | -24.5% | +5.5% | -30.0% | -29.1% |
| 1Y | -26.9% | +8.3% | -35.3% | -33.2% |
| 3Y | +50.8% | +51.8% | -1.0% | +1.6% |
| 5Y | -0.9% | +69.9% | -70.8% | -40.4% |
| 10Y | -41.7% | +139.9% | -181.6% | -72.1% |
| All | -41.7% | +132.2% | -173.9% | -72.1% |
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