+139.8%
CNP vs CRL
+400.8%
-261.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.5% |
| 7D | -4.3% | +4.4% | -8.7% | -5.1% |
| 30D | +5.7% | +17.1% | -11.4% | +2.4% |
| 3M | +0.9% | +32.1% | -31.2% | -4.7% |
| 6M | -1.1% | +98.9% | -100.0% | -14.3% |
| YTD | +8.3% | +77.1% | -68.9% | -5.0% |
| 1Y | +5.9% | +110.3% | -104.4% | -10.6% |
| 3Y | +64.6% | +108.5% | -43.9% | +30.6% |
| 5Y | +74.6% | -7.9% | +82.4% | +74.8% |
| 10Y | +139.8% | +368.9% | -229.1% | +37.5% |
| All | +139.8% | +400.8% | -261.0% | +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