+299.7%
LOW vs CNP
+145.3%
+154.3%
-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 | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +25.6% | +5.0% | +20.5% | +22.6% |
| 3M | +5.3% | +2.7% | +2.7% | +3.8% |
| 6M | +3.7% | -1.9% | +5.6% | +4.2% |
| YTD | -1.9% | +8.8% | -10.6% | -6.2% |
| 1Y | +0.6% | +5.6% | -5.1% | -2.7% |
| 3Y | +26.4% | +63.2% | -36.8% | -1.7% |
| 5Y | +10.1% | +73.8% | -63.6% | -17.8% |
| All | +299.7% | +145.3% | +154.3% | +123.3% |
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