+805.1%
CNP vs RL
+1,476.5%
-671.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -4.2% | -4.2% | 0.0% | -3.6% |
| 30D | +5.5% | +4.3% | +1.3% | +4.7% |
| 3M | +0.6% | -4.6% | +5.2% | +1.1% |
| 6M | -2.8% | +1.7% | -4.6% | -3.8% |
| YTD | +7.9% | +7.3% | +0.5% | +5.4% |
| 1Y | +6.7% | +20.8% | -14.1% | +2.1% |
| 3Y | +61.1% | +247.0% | -185.8% | +25.2% |
| 5Y | +73.0% | +225.5% | -152.5% | +32.8% |
| 10Y | +141.9% | +363.0% | -221.1% | +66.0% |
| All | +805.1% | +1,476.5% | -671.4% | +402.6% |
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