+74.6%
CNP vs LH
+63.0%
+11.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -4.3% | +4.6% | -8.9% | -5.4% |
| 30D | +5.7% | +19.1% | -13.4% | +0.9% |
| 3M | +0.9% | +16.7% | -15.8% | -3.3% |
| 6M | -1.1% | +47.0% | -48.1% | -11.1% |
| YTD | +8.3% | +49.3% | -41.1% | -3.6% |
| 1Y | +5.9% | +48.6% | -42.7% | -5.7% |
| 3Y | +64.6% | +87.8% | -23.2% | +34.4% |
| 5Y | +74.6% | +65.0% | +9.5% | +44.7% |
| All | +74.6% | +63.0% | +11.6% | +44.7% |
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