+549.0%
CNP vs EFV
+258.8%
+290.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.1% | +1.5% | -0.4% | +0.2% |
| 30D | -1.8% | +1.7% | -3.6% | -2.9% |
| 3M | -4.6% | +8.6% | -13.3% | -9.6% |
| 6M | -8.8% | +11.7% | -20.5% | -15.4% |
| YTD | +5.2% | +19.3% | -14.0% | -6.4% |
| 1Y | +8.3% | +30.2% | -21.9% | -8.9% |
| 3Y | +54.9% | +91.6% | -36.7% | +1.0% |
| 5Y | +73.5% | +96.4% | -22.9% | +10.0% |
| 10Y | +139.1% | +166.5% | -27.4% | +25.8% |
| All | +549.0% | +258.8% | +290.2% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling