+233.8%
LOW vs CNP
+132.2%
+101.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.9% |
| 30D | -9.3% | -0.1% | -9.2% | -9.3% |
| 3M | -8.1% | -5.6% | -2.5% | -5.8% |
| 6M | -19.8% | -7.5% | -12.3% | -17.2% |
| YTD | -16.4% | +5.5% | -21.9% | -18.8% |
| 1Y | -24.7% | +8.3% | -33.0% | -27.9% |
| 3Y | -8.8% | +51.8% | -60.6% | -26.5% |
| 5Y | +7.8% | +69.9% | -62.1% | -18.5% |
| 10Y | +233.8% | +139.9% | +93.9% | +101.6% |
| All | +233.8% | +132.2% | +101.6% | +101.6% |
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