+55.1%
CNP vs TLN
+683.0%
-627.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.9% | +0.1% |
| 7D | -4.3% | +9.1% | -13.4% | -4.6% |
| 30D | +5.7% | -4.1% | +9.8% | +5.8% |
| 3M | +0.9% | +4.4% | -3.5% | +0.6% |
| 6M | -1.1% | -6.0% | +5.0% | -1.2% |
| YTD | +8.3% | -3.1% | +11.4% | +7.8% |
| 1Y | +5.9% | -6.1% | +12.0% | +5.5% |
| 3Y | +64.6% | +575.3% | -510.7% | +51.2% |
| All | +55.1% | +683.0% | -627.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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