+8.4%
LOW vs CNP
+76.4%
-68.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +0.4% | +1.6% | -1.3% | -0.3% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | -2.9% | -3.6% | +0.7% | -1.6% |
| 6M | -19.4% | -6.9% | -12.5% | -17.4% |
| YTD | -15.4% | +6.4% | -21.9% | -17.8% |
| 1Y | -24.9% | +9.9% | -34.9% | -28.1% |
| 3Y | -7.8% | +53.1% | -60.9% | -24.0% |
| 5Y | +8.4% | +72.0% | -63.6% | -12.3% |
| All | +8.4% | +76.4% | -68.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling