+40.8%
CL vs CNP
+76.5%
-35.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +3.7% |
| 30D | +11.8% | +6.8% | +4.9% | +8.8% |
| 3M | +5.9% | +3.6% | +2.3% | +4.2% |
| 6M | +13.3% | 0.0% | +13.3% | +13.0% |
| YTD | +27.1% | +9.4% | +17.7% | +22.2% |
| 1Y | +28.0% | +6.8% | +21.2% | +24.1% |
| 3Y | +39.4% | +64.2% | -24.8% | +13.2% |
| 5Y | +40.8% | +76.0% | -35.3% | +8.3% |
| All | +40.8% | +76.5% | -35.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling