+53.1%
CNP vs EFV
+92.7%
-39.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +1.6% | +1.0% | +0.7% | +1.3% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | -3.6% | +9.6% | -13.2% | -6.5% |
| 6M | -6.9% | +14.0% | -21.0% | -11.2% |
| YTD | +6.4% | +18.5% | -12.0% | -0.2% |
| 1Y | +9.9% | +27.9% | -18.0% | -0.2% |
| 3Y | +53.1% | +92.4% | -39.3% | +8.7% |
| All | +53.1% | +92.7% | -39.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling