+133.6%
CCL vs CNP
+64.0%
+69.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +13.1% | +3.8% | +9.3% | +12.1% |
| 3M | +3.4% | +2.4% | +1.0% | +2.5% |
| 6M | +18.7% | -1.2% | +19.9% | +18.4% |
| YTD | -2.3% | +9.3% | -11.5% | -5.6% |
| 1Y | +14.2% | +6.4% | +7.8% | +11.2% |
| 3Y | +133.6% | +66.4% | +67.2% | +64.6% |
| All | +133.6% | +64.0% | +69.6% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling