+2,029.3%
CLS vs CNP
+145.0%
+1,884.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +23.5% | +2.5% | +21.1% | +22.3% |
| 30D | -28.9% | +4.0% | -33.0% | -30.1% |
| 3M | -25.2% | +1.6% | -26.8% | -25.7% |
| 6M | -32.1% | -1.7% | -30.4% | -32.2% |
| YTD | -14.1% | +8.6% | -22.7% | -18.1% |
| 1Y | -24.1% | +5.8% | -29.9% | -26.9% |
| 3Y | +897.0% | +63.0% | +834.0% | +661.7% |
| 5Y | +2,089.9% | +74.7% | +2,015.3% | +1,489.6% |
| All | +2,029.3% | +145.0% | +1,884.3% | +1,025.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling