+139.8%
CNP vs ECL
+205.6%
-65.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | +5.7% | +8.8% | -3.1% | +1.6% |
| 3M | +0.9% | +7.8% | -6.9% | -2.8% |
| 6M | -1.1% | +21.3% | -22.4% | -10.0% |
| YTD | +8.3% | +17.8% | -9.5% | -0.8% |
| 1Y | +5.9% | +21.1% | -15.2% | -4.3% |
| 3Y | +64.6% | +80.1% | -15.4% | +20.1% |
| 5Y | +74.6% | +40.5% | +34.1% | +42.2% |
| 10Y | +139.8% | +197.7% | -57.9% | +45.3% |
| All | +139.8% | +205.6% | -65.8% | +45.3% |
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