+93.1%
CNP vs LBRT
-16.2%
+109.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.4% |
| 7D | -4.3% | -11.9% | +7.6% | -3.3% |
| 30D | +5.7% | -31.9% | +37.7% | +9.3% |
| 3M | +0.9% | -34.9% | +35.8% | +4.6% |
| 6M | -1.1% | -60.7% | +59.6% | +7.2% |
| YTD | +8.3% | -29.2% | +37.5% | +9.5% |
| 1Y | +5.9% | -23.6% | +29.5% | +6.0% |
| 3Y | +64.6% | -26.8% | +91.5% | +60.0% |
| 5Y | +74.6% | +16.3% | +58.3% | +54.5% |
| All | +93.1% | -16.2% | +109.3% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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