+81.1%
CNP vs LTH
+183.0%
-101.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -4.3% | +7.0% | -11.3% | -4.9% |
| 30D | +5.7% | +15.4% | -9.7% | +4.4% |
| 3M | +0.9% | +7.0% | -6.1% | +0.2% |
| 6M | -1.1% | +46.9% | -47.9% | -4.3% |
| YTD | +8.3% | +76.4% | -68.2% | +2.6% |
| 1Y | +5.9% | +83.7% | -77.8% | -0.1% |
| 3Y | +64.6% | +248.9% | -184.3% | +43.7% |
| 5Y | +74.6% | +141.8% | -67.2% | +48.7% |
| All | +81.1% | +183.0% | -101.9% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling