+140.6%
CNP vs LSCC
+1,435.5%
-1,295.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.2% |
| 7D | +2.5% | +21.2% | -18.8% | +0.6% |
| 30D | +4.0% | -1.9% | +5.9% | +3.8% |
| 3M | +1.6% | -8.1% | +9.7% | +1.8% |
| 6M | -1.7% | -5.2% | +3.6% | -2.6% |
| YTD | +8.6% | +61.5% | -52.9% | +1.2% |
| 1Y | +5.8% | +81.3% | -75.5% | -2.8% |
| 3Y | +63.0% | +108.7% | -45.7% | +41.4% |
| 5Y | +74.7% | +44.1% | +30.5% | +52.8% |
| All | +140.6% | +1,435.5% | -1,295.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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