-35.3%
CLS vs CNP
+6.5%
-41.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.5% | +7.9% |
| 7D | -10.6% | -4.3% | -6.2% | -11.5% |
| 30D | -38.4% | +5.7% | -44.2% | -37.2% |
| 3M | -29.9% | +0.9% | -30.8% | -29.9% |
| 6M | -40.6% | -1.1% | -39.6% | -42.0% |
| YTD | -24.6% | +8.3% | -32.8% | -27.5% |
| All | -35.3% | +6.5% | -41.8% | -33.2% |
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