+73.4%
CNP vs PL
+31.5%
+41.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +1.3% | +10.0% | -8.7% | +1.1% |
| 30D | +3.8% | -2.3% | +6.1% | +3.8% |
| 3M | +2.4% | -44.2% | +46.6% | +3.2% |
| 6M | -1.2% | -66.1% | +64.9% | +0.4% |
| YTD | +9.3% | -30.0% | +39.2% | +8.8% |
| 1Y | +6.4% | +21.0% | -14.6% | +4.3% |
| 3Y | +66.4% | +516.5% | -450.2% | +49.7% |
| All | +73.4% | +31.5% | +41.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling