+518.2%
CEG vs CNP
+67.2%
+451.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.4% |
| 7D | -4.7% | -4.2% | -0.5% | -2.5% |
| 30D | -16.6% | +5.5% | -22.1% | -18.8% |
| 3M | -4.1% | +0.6% | -4.7% | -4.4% |
| 6M | -22.3% | -2.8% | -19.5% | -21.4% |
| YTD | -28.9% | +7.9% | -36.8% | -32.0% |
| 1Y | -28.5% | +6.7% | -35.1% | -31.2% |
| 3Y | +104.3% | +61.1% | +43.2% | +49.7% |
| All | +518.2% | +67.2% | +451.0% | +390.0% |
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