+8.3%
CNP vs LEN
-21.9%
+30.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.6% | -3.7% |
| 7D | -1.3% | +10.5% | -11.8% | -1.7% |
| 30D | +8.7% | +24.6% | -15.9% | +7.9% |
| 3M | -0.7% | +6.6% | -7.3% | -1.2% |
| 6M | -4.2% | +10.6% | -14.8% | -4.7% |
| YTD | +8.9% | -8.3% | +17.2% | +9.1% |
| 1Y | +8.3% | -22.5% | +30.9% | +7.9% |
| All | +8.3% | -21.9% | +30.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling