+573.9%
CNP vs EFV
+249.2%
+324.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.3% | +2.5% | -1.2% | -0.3% |
| 30D | +3.8% | +2.9% | +0.9% | +1.8% |
| 3M | +2.4% | -1.4% | +3.8% | +3.0% |
| 6M | -1.2% | +5.5% | -6.7% | -4.9% |
| YTD | +9.3% | +16.1% | -6.8% | -1.4% |
| 1Y | +6.4% | +20.3% | -13.8% | -6.1% |
| 3Y | +66.4% | +90.4% | -24.1% | +8.6% |
| 5Y | +75.7% | +93.5% | -17.8% | +12.2% |
| 10Y | +145.1% | +161.5% | -16.4% | +30.3% |
| All | +573.9% | +249.2% | +324.7% | +177.7% |
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 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