+74.4%
CNP vs CRL
-35.5%
+110.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -1.8% | +10.7% | -12.5% | -2.4% |
| 3M | -4.6% | +55.3% | -59.9% | -7.4% |
| 6M | -8.8% | +60.7% | -69.5% | -11.9% |
| YTD | +5.2% | +44.6% | -39.4% | +2.4% |
| 1Y | +8.3% | +77.7% | -69.4% | +3.4% |
| 3Y | +54.9% | +37.6% | +17.3% | +48.9% |
| All | +74.4% | -35.5% | +110.0% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling