+131.5%
CNP vs RL
+304.3%
-172.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | +1.6% | +1.9% | -0.2% | +1.3% |
| 30D | -0.8% | -12.2% | +11.4% | +1.6% |
| 3M | -3.6% | -6.6% | +3.1% | -2.6% |
| 6M | -6.9% | +3.2% | -10.1% | -8.4% |
| YTD | +6.4% | -1.3% | +7.7% | +5.5% |
| 1Y | +9.9% | +13.6% | -3.6% | +5.7% |
| 3Y | +53.1% | +210.9% | -157.8% | +14.6% |
| 5Y | +72.0% | +246.9% | -174.9% | +20.7% |
| 10Y | +131.5% | +310.1% | -178.6% | +45.7% |
| All | +131.5% | +304.3% | -172.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling