+89.2%
CNP vs LBRT
-26.4%
+115.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.7% | +11.1% | -1.3% |
| 7D | -5.3% | -34.8% | +29.5% | -1.5% |
| 30D | +3.7% | -43.6% | +47.2% | +9.2% |
| 3M | -1.1% | -41.2% | +40.2% | +3.6% |
| 6M | -7.1% | -66.1% | +58.9% | +2.1% |
| YTD | +6.0% | -37.9% | +43.9% | +8.7% |
| 1Y | +5.2% | -33.9% | +39.1% | +6.9% |
| 3Y | +57.5% | -40.9% | +98.4% | +56.8% |
| 5Y | +70.0% | +2.1% | +67.9% | +52.5% |
| All | +89.2% | -26.4% | +115.6% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling