+8.3%
CNP vs LSCC
+72.9%
-64.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.7% |
| 7D | +1.1% | +1.3% | -0.2% | +1.1% |
| 30D | -1.8% | -9.7% | +7.8% | -2.2% |
| 3M | -4.6% | -23.7% | +19.1% | -5.3% |
| 6M | -8.8% | +26.5% | -35.3% | -8.1% |
| YTD | +5.2% | +57.5% | -52.3% | +7.2% |
| 1Y | +8.3% | +75.7% | -67.4% | +12.1% |
| All | +8.3% | +72.9% | -64.6% | +12.1% |
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