+139.9%
CNP vs EAT
+370.1%
-230.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.4% |
| 7D | +0.7% | -6.8% | +7.5% | +1.6% |
| 30D | -0.1% | -5.4% | +5.3% | +0.5% |
| 3M | -5.6% | +42.8% | -48.4% | -10.7% |
| 6M | -7.5% | +56.5% | -64.0% | -14.2% |
| YTD | +5.5% | +50.0% | -44.5% | -1.9% |
| 1Y | +8.3% | +38.3% | -29.9% | +1.5% |
| 3Y | +51.8% | +591.6% | -539.9% | +6.0% |
| 5Y | +69.9% | +312.6% | -242.8% | +24.1% |
| 10Y | +139.9% | +381.4% | -241.5% | +47.7% |
| All | +139.9% | +370.1% | -230.1% | +47.7% |
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