+1,827.1%
CNP vs LSCC
+9,126.4%
-7,299.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.0% |
| 7D | -5.3% | -4.8% | -0.5% | -5.1% |
| 30D | +3.7% | -27.1% | +30.8% | +5.6% |
| 3M | -1.1% | -23.6% | +22.5% | +0.3% |
| 6M | -7.1% | -19.8% | +12.7% | -6.6% |
| YTD | +6.0% | +33.2% | -27.2% | +2.5% |
| 1Y | +5.2% | +55.2% | -50.0% | +0.5% |
| 3Y | +57.5% | +70.1% | -12.6% | +46.2% |
| 5Y | +70.0% | +19.5% | +50.5% | +58.6% |
| 10Y | +137.8% | +1,164.9% | -1,027.1% | +84.9% |
| All | +1,827.1% | +9,126.4% | -7,299.2% | +1,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling