+40.7%
CL vs CNP
+57.5%
-16.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | +5.9% | -5.3% | +11.2% | +7.8% |
| 30D | +13.8% | +3.7% | +10.1% | +12.2% |
| 3M | +6.4% | -1.1% | +7.5% | +6.5% |
| 6M | +15.6% | -7.1% | +22.8% | +18.2% |
| YTD | +27.9% | +6.0% | +21.9% | +25.0% |
| 1Y | +31.4% | +5.2% | +26.2% | +28.7% |
| All | +40.7% | +57.5% | -16.9% | +23.2% |
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