+293.0%
LOW vs CNP
+146.5%
+146.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +0.8% |
| 30D | +21.7% | +3.8% | +17.9% | +19.5% |
| 3M | +5.0% | +2.4% | +2.7% | +3.6% |
| 6M | +4.6% | -1.2% | +5.8% | +4.8% |
| YTD | -3.5% | +9.3% | -12.8% | -8.0% |
| 1Y | +0.5% | +6.4% | -5.9% | -3.0% |
| 3Y | +24.8% | +66.4% | -41.5% | -3.9% |
| 5Y | +6.5% | +75.7% | -69.2% | -21.0% |
| All | +293.0% | +146.5% | +146.5% | +119.1% |
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