-24.1%
CLS vs CNP
+5.5%
-29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +23.5% | +2.5% | +21.1% | +23.8% |
| 30D | -28.9% | +4.0% | -33.0% | -27.8% |
| 3M | -25.2% | +1.6% | -26.8% | -25.0% |
| 6M | -32.1% | -1.7% | -30.4% | -33.6% |
| YTD | -14.1% | +8.6% | -22.7% | -17.8% |
| 1Y | -24.1% | +5.8% | -29.9% | -21.5% |
| All | -24.1% | +5.5% | -29.6% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling