-19.8%
CEG vs CNP
+5.5%
-25.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +2.5% | +15.4% | +16.6% |
| 30D | -4.5% | +4.0% | -8.6% | -5.7% |
| 3M | +1.5% | +1.6% | -0.1% | +0.5% |
| 6M | -3.5% | -1.7% | -1.8% | -3.8% |
| YTD | -19.7% | +8.6% | -28.3% | -18.7% |
| 1Y | -19.8% | +5.8% | -25.6% | -17.2% |
| All | -19.8% | +5.5% | -25.3% | -17.2% |
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 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