+74.6%
CNP vs LEN
-2.5%
+77.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | +5.7% | +19.4% | -13.7% | +3.2% |
| 3M | +0.9% | +4.5% | -3.6% | 0.0% |
| 6M | -1.1% | +4.9% | -6.0% | -2.2% |
| YTD | +8.3% | -8.9% | +17.2% | +8.7% |
| 1Y | +5.9% | -23.0% | +28.9% | +8.8% |
| 3Y | +64.6% | -16.7% | +81.3% | +63.1% |
| 5Y | +74.6% | -4.5% | +79.0% | +60.9% |
| All | +74.6% | -2.5% | +77.1% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling