+5,401.4%
CL vs CNP
+1,902.6%
+3,498.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.6% | -3.0% | +5.6% | +3.1% |
| 30D | +11.8% | +6.8% | +4.9% | +10.4% |
| 3M | +5.9% | +3.6% | +2.3% | +5.2% |
| 6M | +13.3% | 0.0% | +13.3% | +13.2% |
| YTD | +27.1% | +9.4% | +17.7% | +25.0% |
| 1Y | +28.0% | +6.8% | +21.2% | +26.3% |
| 3Y | +39.4% | +64.2% | -24.8% | +27.5% |
| 5Y | +40.8% | +76.0% | -35.3% | +27.0% |
| 10Y | +84.9% | +143.3% | -58.4% | +54.7% |
| All | +5,401.4% | +1,902.6% | +3,498.8% | +2,383.4% |
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