+61.1%
CNP vs ECL
+78.2%
-17.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | +5.5% | +8.1% | -2.6% | +3.3% |
| 3M | +0.6% | +6.4% | -5.8% | -1.2% |
| 6M | -2.8% | +14.8% | -17.6% | -6.6% |
| YTD | +7.9% | +15.5% | -7.6% | +3.1% |
| 1Y | +6.7% | +20.1% | -13.5% | +0.6% |
| 3Y | +61.1% | +77.8% | -16.6% | +28.6% |
| All | +61.1% | +78.2% | -17.0% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling