+73.9%
CNP vs ED
+80.7%
-6.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.5% |
| 7D | -4.2% | +1.6% | -5.8% | -5.6% |
| 30D | +5.5% | +13.3% | -7.8% | -4.2% |
| 3M | +0.6% | +9.7% | -9.1% | -6.5% |
| 6M | -2.8% | +12.8% | -15.6% | -11.5% |
| YTD | +7.9% | +22.3% | -14.5% | -7.6% |
| 1Y | +6.7% | +26.3% | -19.6% | -10.9% |
| 3Y | +61.1% | +45.0% | +16.1% | +17.2% |
| All | +73.9% | +80.7% | -6.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling