-29.4%
CCL vs CNP
+143.3%
-172.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | +5.8% | -3.0% | +8.8% | +8.0% |
| 30D | +17.3% | +6.8% | +10.4% | +11.2% |
| 3M | +11.3% | +3.6% | +7.7% | +7.9% |
| 6M | +18.5% | 0.0% | +18.5% | +17.1% |
| YTD | +2.8% | +9.4% | -6.6% | -6.3% |
| 1Y | +16.7% | +6.8% | +9.9% | +7.9% |
| 3Y | +146.0% | +64.2% | +81.9% | +55.5% |
| 5Y | +33.6% | +76.0% | -42.4% | -22.2% |
| 10Y | -29.4% | +143.3% | -172.8% | -68.5% |
| All | -29.4% | +143.3% | -172.8% | -68.5% |
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