+139.9%
CNP vs FLR
+17.1%
+122.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | +0.7% | -3.1% | +3.8% | +0.9% |
| 30D | -0.1% | +4.9% | -5.0% | -0.5% |
| 3M | -5.6% | +10.8% | -16.4% | -6.7% |
| 6M | -7.5% | +19.7% | -27.1% | -9.5% |
| YTD | +5.5% | +38.4% | -32.9% | +1.8% |
| 1Y | +8.3% | +34.7% | -26.3% | +4.5% |
| 3Y | +51.8% | +56.7% | -4.9% | +41.0% |
| 5Y | +69.9% | +241.6% | -171.7% | +44.0% |
| 10Y | +139.9% | +20.2% | +119.7% | +90.3% |
| All | +139.9% | +17.1% | +122.8% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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