+74.8%
CNP vs EFV
+93.3%
-18.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -3.0% | +2.1% | -5.2% | -3.9% |
| 30D | +6.8% | +3.1% | +3.8% | +5.4% |
| 3M | +3.6% | -1.3% | +4.9% | +4.1% |
| 6M | 0.0% | +6.0% | -6.0% | -2.7% |
| YTD | +9.4% | +15.8% | -6.4% | +1.8% |
| 1Y | +6.8% | +21.1% | -14.3% | -2.7% |
| 3Y | +64.2% | +91.0% | -26.8% | +17.3% |
| All | +74.8% | +93.3% | -18.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling