+73.4%
CNP vs ED
+85.1%
-11.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.4% |
| 7D | +1.3% | +2.1% | -0.8% | -0.2% |
| 30D | +3.8% | +10.4% | -6.6% | -3.9% |
| 3M | +2.4% | +12.5% | -10.2% | -6.6% |
| 6M | -1.2% | +14.9% | -16.1% | -11.2% |
| YTD | +9.3% | +24.8% | -15.6% | -7.8% |
| 1Y | +6.4% | +23.8% | -17.4% | -9.7% |
| 3Y | +66.4% | +51.6% | +14.7% | +16.6% |
| All | +73.4% | +85.1% | -11.7% | +5.0% |
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