+783.1%
CNP vs RL
+1,366.2%
-583.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -1.8% | -7.8% | +5.9% | -0.6% |
| 3M | -4.6% | -4.0% | -0.6% | -4.3% |
| 6M | -8.8% | -1.9% | -7.0% | -9.3% |
| YTD | +5.2% | -0.2% | +5.4% | +4.3% |
| 1Y | +8.3% | +10.7% | -2.4% | +5.2% |
| 3Y | +54.9% | +210.8% | -155.9% | +22.7% |
| 5Y | +73.5% | +238.2% | -164.7% | +32.0% |
| 10Y | +139.1% | +313.4% | -174.3% | +67.4% |
| All | +783.1% | +1,366.2% | -583.1% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling