-7.8%
LOW vs CNP
+54.5%
-62.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +0.4% | +1.6% | -1.3% | -0.1% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | -2.9% | -3.6% | +0.7% | -1.8% |
| 6M | -19.4% | -6.9% | -12.5% | -17.8% |
| YTD | -15.4% | +6.4% | -21.9% | -17.2% |
| 1Y | -24.9% | +9.9% | -34.9% | -27.4% |
| 3Y | -7.8% | +53.1% | -60.9% | -22.3% |
| All | -7.8% | +54.5% | -62.3% | -22.3% |
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 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