+131.5%
CNP vs CRL
+241.6%
-110.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -0.8% | +5.0% | -5.7% | -1.8% |
| 3M | -3.6% | +50.6% | -54.2% | -11.3% |
| 6M | -6.9% | +60.9% | -67.9% | -16.3% |
| YTD | +6.4% | +40.7% | -34.3% | -2.1% |
| 1Y | +9.9% | +73.3% | -63.4% | -3.9% |
| 3Y | +53.1% | +40.6% | +12.5% | +33.4% |
| 5Y | +72.0% | -37.0% | +108.9% | +90.0% |
| 10Y | +131.5% | +244.3% | -112.8% | +37.5% |
| All | +131.5% | +241.6% | -110.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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