+26.6%
LOW vs CNP
+65.1%
-38.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +8.7% | -3.0% | +11.7% | +9.5% |
| 30D | +25.5% | +6.8% | +18.6% | +22.7% |
| 3M | +6.6% | +3.6% | +3.0% | +5.2% |
| 6M | +2.4% | 0.0% | +2.5% | +2.2% |
| YTD | -1.7% | +9.4% | -11.1% | -4.8% |
| 1Y | +1.7% | +6.8% | -5.1% | -0.8% |
| 3Y | +26.6% | +64.2% | -37.6% | +1.6% |
| All | +26.6% | +65.1% | -38.6% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling