+439.4%
CNP vs CRL
+1,379.5%
-940.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | -1.8% | +10.7% | -12.5% | -3.7% |
| 3M | -4.6% | +55.3% | -59.9% | -12.3% |
| 6M | -8.8% | +60.7% | -69.5% | -17.4% |
| YTD | +5.2% | +44.6% | -39.4% | -3.2% |
| 1Y | +8.3% | +77.7% | -69.4% | -4.8% |
| 3Y | +54.9% | +37.6% | +17.3% | +37.2% |
| 5Y | +73.5% | -35.8% | +109.3% | +75.5% |
| 10Y | +139.1% | +241.7% | -102.6% | +67.1% |
| All | +439.4% | +1,379.5% | -940.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling