+142.0%
CNP vs EAT
+320.8%
-178.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.3% | -4.0% | +5.3% | +1.8% |
| 30D | +3.8% | -2.9% | +6.7% | +3.9% |
| 3M | +2.4% | -16.9% | +19.2% | +4.5% |
| 6M | -1.2% | +57.0% | -58.1% | -8.3% |
| YTD | +9.3% | +38.2% | -28.9% | +2.3% |
| 1Y | +6.4% | +69.3% | -62.8% | -3.5% |
| 3Y | +66.4% | +483.0% | -416.6% | +18.9% |
| 5Y | +75.7% | +364.1% | -288.5% | +25.0% |
| All | +142.0% | +320.8% | -178.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling