+139.8%
CNP vs ED
+132.0%
+7.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.5% |
| 30D | +5.7% | +11.6% | -5.9% | -3.0% |
| 3M | +0.9% | +10.5% | -9.6% | -6.8% |
| 6M | -1.1% | +13.2% | -14.3% | -10.3% |
| YTD | +8.3% | +22.1% | -13.9% | -7.4% |
| 1Y | +5.9% | +24.2% | -18.2% | -10.6% |
| 3Y | +64.6% | +46.9% | +17.7% | +19.7% |
| 5Y | +74.6% | +80.8% | -6.2% | +8.1% |
| 10Y | +139.8% | +134.3% | +5.6% | +25.6% |
| All | +139.8% | +132.0% | +7.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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