+26.3%
CL vs CNP
+6.0%
+20.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +9.5% | +5.0% | +4.5% | +7.5% |
| 3M | +6.8% | +2.7% | +4.1% | +5.4% |
| 6M | +14.3% | -1.9% | +16.2% | +14.9% |
| YTD | +27.0% | +8.8% | +18.2% | +24.0% |
| 1Y | +26.3% | +5.6% | +20.6% | +23.7% |
| All | +26.3% | +6.0% | +20.3% | +23.7% |
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