+520.2%
CNP vs LII
+3,124.4%
-2,604.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -1.8% | -12.6% | +10.8% | +0.5% |
| 3M | -4.6% | -24.4% | +19.8% | -0.4% |
| 6M | -8.8% | -28.7% | +19.9% | -4.2% |
| YTD | +5.2% | -19.1% | +24.4% | +7.9% |
| 1Y | +8.3% | -29.7% | +38.0% | +13.6% |
| 3Y | +54.9% | +4.8% | +50.1% | +48.0% |
| 5Y | +73.5% | +24.6% | +48.9% | +58.1% |
| 10Y | +139.1% | +169.2% | -30.1% | +88.9% |
| All | +520.2% | +3,124.4% | -2,604.1% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling