+5.6%
CNP vs LSCC
+83.9%
-78.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -10.9% | -0.3% |
| 7D | -0.1% | +14.5% | -14.6% | +0.2% |
| 30D | +5.0% | -0.1% | +5.1% | +5.1% |
| 3M | +2.7% | -2.7% | +5.3% | +2.7% |
| 6M | -1.9% | -4.8% | +2.9% | -2.0% |
| YTD | +8.8% | +66.9% | -58.1% | +10.4% |
| 1Y | +5.6% | +85.8% | -80.2% | +7.1% |
| All | +5.6% | +83.9% | -78.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling