+78.0%
CNP vs LTH
+156.3%
-78.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | -0.8% | -3.1% | +2.3% | -0.6% |
| 3M | -3.6% | +28.1% | -31.7% | -5.6% |
| 6M | -6.9% | +67.4% | -74.3% | -11.3% |
| YTD | +6.4% | +59.8% | -53.4% | +1.7% |
| 1Y | +9.9% | +45.6% | -35.6% | +5.9% |
| 3Y | +53.1% | +162.0% | -108.9% | +36.9% |
| All | +78.0% | +156.3% | -78.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LTH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling