+1,860.4%
CNP vs EAT
+10,438.3%
-8,577.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.1% |
| 7D | -4.2% | -2.6% | -1.6% | -3.9% |
| 30D | +5.5% | +11.5% | -5.9% | +3.8% |
| 3M | +0.6% | -9.1% | +9.7% | +1.3% |
| 6M | -2.8% | +40.4% | -43.3% | -7.9% |
| YTD | +7.9% | +43.9% | -36.1% | +1.1% |
| 1Y | +6.7% | +101.9% | -95.3% | -4.7% |
| 3Y | +61.1% | +489.9% | -428.7% | +20.8% |
| 5Y | +73.0% | +362.6% | -289.7% | +29.5% |
| 10Y | +141.9% | +385.7% | -243.8% | +61.7% |
| All | +1,860.4% | +10,438.3% | -8,577.8% | +766.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling