+142.0%
CNP vs ECL
+197.5%
-55.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | +1.3% | +2.9% | -1.6% | 0.0% |
| 30D | +3.8% | +7.5% | -3.7% | +0.3% |
| 3M | +2.4% | +12.2% | -9.9% | -3.2% |
| 6M | -1.2% | +24.6% | -25.7% | -11.3% |
| YTD | +9.3% | +18.8% | -9.5% | -0.2% |
| 1Y | +6.4% | +19.3% | -12.9% | -3.2% |
| 3Y | +66.4% | +78.2% | -11.9% | +22.0% |
| 5Y | +75.7% | +38.8% | +36.9% | +44.3% |
| All | +142.0% | +197.5% | -55.6% | +43.8% |
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