-31.9%
CEG vs CNP
+8.7%
-40.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.2% | -5.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.1% |
| 30D | -8.2% | +8.7% | -16.9% | -10.8% |
| 3M | -7.9% | -0.7% | -7.2% | -8.2% |
| 6M | -23.2% | -4.2% | -19.1% | -23.0% |
| YTD | -30.1% | +8.9% | -39.0% | -29.4% |
| 1Y | -31.9% | +8.3% | -40.2% | -30.1% |
| All | -31.9% | +8.7% | -40.6% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling