+94.7%
CNP vs PL
+28.1%
+66.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +1.5% |
| 7D | -4.2% | -6.8% | +2.6% | -4.1% |
| 30D | +5.5% | -29.3% | +34.8% | +6.1% |
| 3M | +0.6% | -44.8% | +45.3% | +1.5% |
| 6M | -2.8% | -68.4% | +65.5% | -1.2% |
| YTD | +7.9% | -36.4% | +44.2% | +7.6% |
| 1Y | +6.7% | +0.7% | +5.9% | +5.0% |
| 3Y | +61.1% | +455.3% | -394.2% | +45.4% |
| 5Y | +73.0% | +22.7% | +50.3% | +60.9% |
| All | +94.7% | +28.1% | +66.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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