+1,812.7%
CNP vs EAT
+11,644.8%
-9,832.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | +1.9% | -3.7% | -2.2% |
| 3M | -4.6% | +68.7% | -73.3% | -11.3% |
| 6M | -8.8% | +66.9% | -75.7% | -15.6% |
| YTD | +5.2% | +60.4% | -55.2% | -2.4% |
| 1Y | +8.3% | +44.0% | -35.7% | +1.5% |
| 3Y | +54.9% | +604.7% | -549.8% | +13.6% |
| 5Y | +73.5% | +347.0% | -273.5% | +30.8% |
| 10Y | +139.1% | +390.8% | -251.6% | +60.0% |
| All | +1,812.7% | +11,644.8% | -9,832.1% | +736.2% |
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