+39.7%
CL vs CNP
+63.4%
-23.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +0.5% | -4.3% | +4.8% | +1.9% |
| 30D | +11.6% | +5.7% | +5.9% | +9.4% |
| 3M | +5.6% | +0.9% | +4.7% | +5.0% |
| 6M | +13.2% | -1.1% | +14.2% | +13.3% |
| YTD | +26.9% | +8.3% | +18.7% | +23.1% |
| 1Y | +27.3% | +5.9% | +21.4% | +24.4% |
| 3Y | +39.7% | +64.6% | -24.9% | +20.9% |
| All | +39.7% | +63.4% | -23.7% | +20.9% |
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