+76.0%
CNP vs LII
+19.4%
+56.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | +6.8% | -2.4% | +9.2% | +7.1% |
| 3M | +3.6% | -17.5% | +21.1% | +6.4% |
| 6M | 0.0% | -32.8% | +32.8% | +5.4% |
| YTD | +9.4% | -27.7% | +37.1% | +13.4% |
| 1Y | +6.8% | -28.1% | +34.9% | +10.7% |
| 3Y | +64.2% | -9.7% | +73.8% | +56.3% |
| 5Y | +76.0% | +19.5% | +56.5% | +52.1% |
| All | +76.0% | +19.4% | +56.7% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling