+2,944.0%
CLS vs CNP
+135.4%
+2,808.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.2% |
| 7D | +12.8% | +1.6% | +11.1% | +12.1% |
| 30D | +3.8% | -0.8% | +4.6% | +4.2% |
| 3M | -14.6% | -3.6% | -11.1% | -13.9% |
| 6M | +32.2% | -6.9% | +39.2% | +34.8% |
| YTD | +11.6% | +6.4% | +5.2% | +7.3% |
| 1Y | +35.1% | +9.9% | +25.1% | +27.3% |
| 3Y | +1,312.5% | +53.1% | +1,259.4% | +1,012.7% |
| 5Y | +3,542.1% | +72.0% | +3,470.1% | +2,562.3% |
| 10Y | +2,944.0% | +131.5% | +2,812.5% | +1,658.0% |
| All | +2,944.0% | +135.4% | +2,808.6% | +1,658.0% |
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 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