+137.3%
CNP vs LSCC
+1,772.4%
-1,635.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -1.8% | -9.7% | +7.8% | -1.0% |
| 3M | -4.6% | -23.7% | +19.1% | -2.9% |
| 6M | -8.8% | +26.5% | -35.3% | -12.2% |
| YTD | +5.2% | +57.5% | -52.3% | -1.3% |
| 1Y | +8.3% | +75.7% | -67.4% | 0.0% |
| 3Y | +54.9% | +19.5% | +35.4% | +45.3% |
| 5Y | +73.5% | +83.8% | -10.3% | +45.7% |
| All | +137.3% | +1,772.4% | -1,635.0% | +41.0% |
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