+128.9%
CNP vs ECL
+154.3%
-25.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.1% | -2.6% | +3.7% | +2.3% |
| 30D | -1.8% | -2.2% | +0.3% | -0.9% |
| 3M | -4.6% | +10.1% | -14.8% | -9.1% |
| 6M | -8.8% | -5.7% | -3.1% | -6.9% |
| YTD | +5.2% | +7.0% | -1.7% | +1.0% |
| 1Y | +8.3% | +2.7% | +5.6% | +5.7% |
| 3Y | +54.9% | +57.7% | -2.8% | +20.1% |
| 5Y | +73.5% | +31.1% | +42.4% | +45.1% |
| All | +128.9% | +154.3% | -25.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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