+76.0%
CNP vs LTH
+160.9%
-84.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -1.8% | -4.6% | +2.8% | -1.5% |
| 3M | -4.6% | +32.8% | -37.5% | -6.9% |
| 6M | -8.8% | +64.6% | -73.5% | -12.9% |
| YTD | +5.2% | +62.6% | -57.4% | +0.5% |
| 1Y | +8.3% | +49.9% | -41.6% | +4.1% |
| 3Y | +54.9% | +151.3% | -96.5% | +39.1% |
| All | +76.0% | +160.9% | -84.9% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling