+65.6%
CNP vs RL
+257.6%
-192.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.1% | -4.4% | +4.3% | +0.2% |
| 30D | +5.0% | +5.6% | -0.5% | +4.7% |
| 3M | +2.7% | -0.6% | +3.3% | +2.6% |
| 6M | -1.9% | +15.5% | -17.3% | -3.0% |
| YTD | +8.8% | +12.3% | -3.6% | +7.6% |
| 1Y | +5.6% | +19.3% | -13.7% | +4.0% |
| All | +65.6% | +257.6% | -192.0% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling