+69.9%
CNP vs LH
+28.2%
+41.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.7% | -3.2% | +3.8% | +1.5% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | -5.6% | +18.6% | -24.3% | -10.0% |
| 6M | -7.5% | +17.9% | -25.4% | -11.8% |
| YTD | +5.5% | +28.9% | -23.4% | -2.1% |
| 1Y | +8.3% | +16.6% | -8.3% | +3.2% |
| 3Y | +51.8% | +63.6% | -11.8% | +29.1% |
| 5Y | +69.9% | +30.0% | +39.9% | +48.1% |
| All | +69.9% | +28.2% | +41.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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