+290.8%
CNP vs FLR
+603.8%
-313.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.4% |
| 7D | +1.1% | +5.4% | -4.3% | +0.3% |
| 30D | -1.8% | +11.4% | -13.2% | -3.8% |
| 3M | -4.6% | +11.4% | -16.0% | -7.0% |
| 6M | -8.8% | +16.6% | -25.5% | -12.3% |
| YTD | +5.2% | +41.7% | -36.5% | -2.1% |
| 1Y | +8.3% | +35.4% | -27.1% | +1.0% |
| 3Y | +54.9% | +57.3% | -2.4% | +35.1% |
| 5Y | +73.5% | +241.0% | -167.5% | +27.8% |
| 10Y | +139.1% | +16.6% | +122.5% | +85.7% |
| All | +290.8% | +603.8% | -313.1% | +104.3% |
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 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