+139.9%
CNP vs LEN
+103.7%
+36.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.7% | -3.4% | +4.0% | +1.5% |
| 30D | -0.1% | -5.7% | +5.6% | +1.2% |
| 3M | -5.6% | -12.2% | +6.6% | -3.0% |
| 6M | -7.5% | -18.3% | +10.8% | -3.6% |
| YTD | +5.5% | -20.2% | +25.7% | +10.0% |
| 1Y | +8.3% | -40.1% | +48.4% | +21.2% |
| 3Y | +51.8% | -26.2% | +77.9% | +54.6% |
| 5Y | +69.9% | -9.8% | +79.7% | +56.9% |
| 10Y | +139.9% | +109.1% | +30.8% | +53.4% |
| All | +139.9% | +103.7% | +36.2% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling