+5,435.1%
CL vs CNP
+1,840.9%
+3,594.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +5.9% | -5.3% | +11.2% | +6.9% |
| 30D | +13.8% | +3.7% | +10.1% | +13.0% |
| 3M | +6.4% | -1.1% | +7.5% | +6.5% |
| 6M | +15.6% | -7.1% | +22.8% | +17.0% |
| YTD | +27.9% | +6.0% | +21.9% | +26.4% |
| 1Y | +31.4% | +5.2% | +26.2% | +30.1% |
| 3Y | +41.4% | +57.5% | -16.2% | +30.2% |
| 5Y | +42.8% | +70.0% | -27.2% | +29.6% |
| 10Y | +79.7% | +137.8% | -58.1% | +51.0% |
| All | +5,435.1% | +1,840.9% | +3,594.2% | +2,412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling