+1,888.4%
CNP vs EAT
+9,855.7%
-7,967.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.6% |
| 7D | -3.0% | -5.9% | +2.9% | -2.4% |
| 30D | +6.8% | +0.7% | +6.2% | +6.5% |
| 3M | +3.6% | -14.2% | +17.9% | +5.1% |
| 6M | 0.0% | +40.7% | -40.7% | -5.3% |
| YTD | +9.4% | +36.0% | -26.6% | +3.3% |
| 1Y | +6.8% | +83.1% | -76.2% | -3.3% |
| 3Y | +64.2% | +474.8% | -410.7% | +23.4% |
| 5Y | +76.0% | +347.6% | -271.6% | +32.3% |
| 10Y | +143.3% | +321.5% | -178.2% | +65.5% |
| All | +1,888.4% | +9,855.7% | -7,967.3% | +784.6% |
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