+232.7%
LITE vs CNP
+8.7%
+224.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.5% | -4.3% | -7.3% |
| 7D | -31.4% | -1.3% | -30.1% | -31.2% |
| 30D | -42.6% | +8.7% | -51.3% | -43.7% |
| 3M | -26.2% | -0.7% | -25.5% | -27.0% |
| 6M | -35.8% | -4.2% | -31.6% | -36.8% |
| YTD | +70.0% | +8.9% | +61.2% | +67.8% |
| 1Y | +232.7% | +8.3% | +224.4% | +243.2% |
| All | +232.7% | +8.7% | +224.0% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling