+144.0%
CNP vs RL
+347.1%
-203.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -0.1% | -4.4% | +4.3% | +0.7% |
| 30D | +5.0% | +5.6% | -0.5% | +3.8% |
| 3M | +2.7% | -0.6% | +3.3% | +2.5% |
| 6M | -1.9% | +15.5% | -17.3% | -5.3% |
| YTD | +8.8% | +12.3% | -3.6% | +5.0% |
| 1Y | +5.6% | +19.3% | -13.7% | +0.7% |
| 3Y | +63.2% | +255.5% | -192.3% | +18.8% |
| 5Y | +73.8% | +247.1% | -173.3% | +23.2% |
| 10Y | +144.0% | +346.0% | -202.0% | +50.8% |
| All | +144.0% | +347.1% | -203.1% | +50.8% |
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