+1,402.3%
LITE vs CNP
+138.0%
+1,264.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +3.9% | +5.0% |
| 7D | -35.9% | -4.2% | -31.7% | -34.7% |
| 30D | -51.5% | +5.5% | -57.1% | -52.5% |
| 3M | -35.7% | +0.6% | -36.3% | -35.7% |
| 6M | -43.0% | -2.8% | -40.1% | -42.5% |
| YTD | +46.1% | +7.9% | +38.3% | +41.3% |
| 1Y | +124.7% | +6.7% | +118.1% | +117.9% |
| 3Y | +1,172.1% | +61.1% | +1,110.9% | +927.0% |
| 5Y | +477.0% | +73.0% | +404.1% | +345.5% |
| All | +1,402.3% | +138.0% | +1,264.3% | +811.9% |
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