+27.2%
CL vs CNP
+6.2%
+21.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | +9.5% | +4.0% | +5.4% | +7.7% |
| 3M | +6.6% | +1.6% | +5.0% | +5.7% |
| 6M | +13.2% | -1.7% | +14.9% | +13.8% |
| YTD | +26.9% | +8.6% | +18.2% | +24.0% |
| All | +27.2% | +6.2% | +21.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling