+163.9%
CEG vs CNP
+49.7%
+114.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | -1.4% | -3.3% | -4.4% |
| 30D | +2.3% | -2.9% | +5.3% | +3.2% |
| 3M | +15.6% | -7.5% | +23.1% | +18.1% |
| 6M | -5.0% | -7.9% | +2.9% | -2.9% |
| YTD | -19.0% | +3.7% | -22.8% | -19.9% |
| 1Y | -10.0% | +4.6% | -14.6% | -11.3% |
| 3Y | +163.9% | +49.1% | +114.8% | +130.1% |
| All | +163.9% | +49.7% | +114.3% | +130.1% |
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 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