+73.9%
CNP vs ECL
+37.7%
+36.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | +5.5% | +8.1% | -2.6% | +3.0% |
| 3M | +0.6% | +6.4% | -5.8% | -1.4% |
| 6M | -2.8% | +14.8% | -17.6% | -7.1% |
| YTD | +7.9% | +15.5% | -7.6% | +2.6% |
| 1Y | +6.7% | +20.1% | -13.5% | 0.0% |
| 3Y | +61.1% | +77.8% | -16.6% | +31.9% |
| All | +73.9% | +37.7% | +36.3% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling