+1,499.9%
LITE vs CNP
+143.5%
+1,356.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | -13.9% | -3.0% | -10.9% | -12.6% |
| 30D | -46.9% | +6.8% | -53.8% | -48.3% |
| 3M | -28.0% | +3.6% | -31.7% | -28.9% |
| 6M | -35.2% | 0.0% | -35.2% | -35.4% |
| YTD | +58.9% | +9.4% | +49.5% | +52.7% |
| 1Y | +125.3% | +6.8% | +118.5% | +118.4% |
| 3Y | +1,344.4% | +64.2% | +1,280.3% | +1,057.2% |
| 5Y | +541.2% | +76.0% | +465.1% | +391.3% |
| All | +1,499.9% | +143.5% | +1,356.4% | +904.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling