+136.5%
CEG vs CNP
+63.0%
+73.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +2.5% | +15.4% | +17.0% |
| 30D | -4.5% | +4.0% | -8.6% | -5.5% |
| 3M | +1.5% | +1.6% | -0.1% | +0.9% |
| 6M | -3.5% | -1.7% | -1.8% | -3.3% |
| YTD | -19.7% | +8.6% | -28.3% | -21.3% |
| 1Y | -19.8% | +5.8% | -25.6% | -20.9% |
| All | +136.5% | +63.0% | +73.5% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling