+142.0%
CNP vs RL
+337.1%
-195.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +1.3% | +2.6% | -1.3% | +0.8% |
| 30D | +3.8% | +2.9% | +0.9% | +3.1% |
| 3M | +2.4% | 0.0% | +2.4% | +2.1% |
| 6M | -1.2% | +17.1% | -18.3% | -4.8% |
| YTD | +9.3% | +10.1% | -0.9% | +5.9% |
| 1Y | +6.4% | +17.3% | -10.9% | +1.7% |
| 3Y | +66.4% | +249.3% | -183.0% | +21.5% |
| 5Y | +75.7% | +240.9% | -165.2% | +25.0% |
| All | +142.0% | +337.1% | -195.1% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling