+4,850.5%
CL vs CNP
+1,826.3%
+3,024.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -4.8% | -1.8% | -3.0% | -4.6% |
| 3M | +4.9% | -4.6% | +9.6% | +5.8% |
| 6M | -5.7% | -8.8% | +3.1% | -4.2% |
| YTD | +14.4% | +5.2% | +9.1% | +13.3% |
| 1Y | +8.7% | +8.3% | +0.4% | +7.1% |
| 3Y | +30.0% | +54.9% | -24.9% | +20.1% |
| 5Y | +28.4% | +73.5% | -45.1% | +16.2% |
| 10Y | +50.1% | +139.1% | -89.0% | +26.1% |
| All | +4,850.5% | +1,826.3% | +3,024.1% | +2,151.0% |
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