+142.0%
CNP vs LII
+169.1%
-27.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | +3.8% | +0.9% | +2.9% | +3.3% |
| 3M | +2.4% | -15.5% | +17.9% | +6.3% |
| 6M | -1.2% | -30.2% | +29.0% | +6.5% |
| YTD | +9.3% | -26.8% | +36.1% | +15.2% |
| 1Y | +6.4% | -25.3% | +31.7% | +11.4% |
| 3Y | +66.4% | -7.8% | +74.1% | +55.1% |
| 5Y | +75.7% | +17.0% | +58.7% | +46.7% |
| All | +142.0% | +169.1% | -27.1% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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