+303.4%
CNP vs FLR
+520.6%
-217.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +2.5% | +10.1% | -7.6% | +0.9% |
| 30D | +4.0% | -0.5% | +4.5% | +3.9% |
| 3M | +1.6% | -4.8% | +6.5% | +2.1% |
| 6M | -1.7% | +10.7% | -12.4% | -4.3% |
| YTD | +8.6% | +25.0% | -16.3% | +2.8% |
| 1Y | +5.8% | +8.3% | -2.5% | +2.3% |
| 3Y | +63.0% | +36.8% | +26.2% | +45.3% |
| 5Y | +74.7% | +121.8% | -47.1% | +38.9% |
| 10Y | +143.7% | +9.2% | +134.6% | +90.9% |
| All | +303.4% | +520.6% | -217.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling