+90.0%
CNP vs PL
+84.9%
+5.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +1.1% | -9.3% | +10.4% | +1.2% |
| 30D | -1.8% | -18.9% | +17.1% | -1.5% |
| 3M | -4.6% | -58.4% | +53.7% | -3.4% |
| 6M | -8.8% | -30.3% | +21.5% | -8.8% |
| YTD | +5.2% | -8.1% | +13.3% | +4.4% |
| 1Y | +8.3% | +180.5% | -172.2% | +3.7% |
| 3Y | +54.9% | +444.1% | -389.3% | +40.9% |
| 5Y | +73.5% | +83.0% | -9.5% | +60.0% |
| All | +90.0% | +84.9% | +5.1% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling