+72.0%
CNP vs EFV
+96.3%
-24.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.6% | +1.0% | +0.7% | +1.2% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | -3.6% | +9.6% | -13.2% | -7.4% |
| 6M | -6.9% | +14.0% | -21.0% | -12.4% |
| YTD | +6.4% | +18.5% | -12.0% | -1.7% |
| 1Y | +9.9% | +27.9% | -18.0% | -2.2% |
| 3Y | +53.1% | +92.4% | -39.3% | +9.8% |
| 5Y | +72.0% | +97.2% | -25.2% | +17.3% |
| All | +72.0% | +96.3% | -24.3% | +17.3% |
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