+131.5%
CNP vs ED
+104.2%
+27.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | -0.8% | +1.1% | -1.9% | -1.6% |
| 3M | -3.6% | +4.6% | -8.2% | -6.9% |
| 6M | -6.9% | -2.0% | -5.0% | -5.5% |
| YTD | +6.4% | +11.7% | -5.3% | -2.3% |
| 1Y | +9.9% | +15.7% | -5.8% | -1.9% |
| 3Y | +53.1% | +34.4% | +18.7% | +19.5% |
| 5Y | +72.0% | +67.3% | +4.6% | +13.0% |
| 10Y | +131.5% | +104.0% | +27.5% | +30.9% |
| All | +131.5% | +104.2% | +27.3% | +30.9% |
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