+58.4%
CNP vs PL
+403.1%
-344.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.1% | +7.5% | -2.5% |
| 7D | -5.3% | -20.5% | +15.2% | -5.2% |
| 30D | +3.7% | -38.8% | +42.4% | +4.0% |
| 3M | -1.1% | -49.1% | +48.0% | -0.7% |
| 6M | -7.1% | -69.4% | +62.3% | -6.6% |
| YTD | +6.0% | -42.3% | +48.4% | +5.8% |
| 1Y | +5.2% | -14.2% | +19.4% | +4.2% |
| All | +58.4% | +403.1% | -344.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling