+96.1%
CNP vs PL
+41.8%
+54.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | -0.1% |
| 7D | +2.5% | +22.3% | -19.8% | +2.1% |
| 30D | +4.0% | -8.3% | +12.4% | +4.1% |
| 3M | +1.6% | -43.3% | +44.9% | +2.5% |
| 6M | -1.7% | -65.8% | +64.1% | -0.2% |
| YTD | +8.6% | -29.5% | +38.1% | +8.2% |
| 1Y | +5.8% | +11.7% | -5.9% | +3.9% |
| 3Y | +63.0% | +540.6% | -477.5% | +46.5% |
| 5Y | +74.7% | +32.9% | +41.8% | +62.4% |
| All | +96.1% | +41.8% | +54.3% | +82.5% |
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