+35,474.8%
LOW vs CNP
+1,826.3%
+33,648.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | -1.7% | +1.1% | -2.8% | -2.0% |
| 30D | -7.0% | -1.8% | -5.2% | -6.7% |
| 3M | -0.9% | -4.6% | +3.8% | +0.2% |
| 6M | -20.1% | -8.8% | -11.2% | -18.5% |
| YTD | -13.9% | +5.2% | -19.1% | -15.0% |
| 1Y | -21.1% | +8.3% | -29.4% | -22.8% |
| 3Y | -6.6% | +54.9% | -61.5% | -16.2% |
| 5Y | +9.4% | +73.5% | -64.2% | -4.6% |
| 10Y | +220.5% | +139.1% | +81.4% | +155.9% |
| All | +35,474.8% | +1,826.3% | +33,648.5% | +13,912.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling