+74.8%
CNP vs FLR
+126.4%
-51.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -3.0% | +5.1% | -8.1% | -3.3% |
| 30D | +6.8% | -0.5% | +7.3% | +6.8% |
| 3M | +3.6% | -3.5% | +7.1% | +3.7% |
| 6M | 0.0% | +16.5% | -16.5% | -1.2% |
| YTD | +9.4% | +27.3% | -17.9% | +7.2% |
| 1Y | +6.8% | +10.6% | -3.8% | +5.6% |
| 3Y | +64.2% | +39.4% | +24.8% | +53.5% |
| All | +74.8% | +126.4% | -51.6% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling