+40,501.6%
LOW vs CNP
+1,902.6%
+38,599.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +8.7% | -3.0% | +11.7% | +9.3% |
| 30D | +25.5% | +6.8% | +18.6% | +23.5% |
| 3M | +6.6% | +3.6% | +3.0% | +5.6% |
| 6M | +2.4% | 0.0% | +2.5% | +2.3% |
| YTD | -1.7% | +9.4% | -11.1% | -4.0% |
| 1Y | +1.7% | +6.8% | -5.1% | -0.1% |
| 3Y | +26.6% | +64.2% | -37.6% | +12.0% |
| 5Y | +10.1% | +76.0% | -65.9% | -4.2% |
| 10Y | +303.3% | +143.3% | +160.0% | +220.3% |
| All | +40,501.6% | +1,902.6% | +38,599.0% | +15,737.2% |
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