+139.9%
CNP vs EFX
+38.5%
+101.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | +0.7% | -9.4% | +10.0% | +3.1% |
| 30D | -0.1% | -6.9% | +6.8% | +1.5% |
| 3M | -5.6% | +0.1% | -5.7% | -6.3% |
| 6M | -7.5% | -17.3% | +9.8% | -3.9% |
| YTD | +5.5% | -21.8% | +27.3% | +10.4% |
| 1Y | +8.3% | -32.5% | +40.9% | +17.8% |
| 3Y | +51.8% | -12.3% | +64.1% | +46.3% |
| 5Y | +69.9% | -36.6% | +106.5% | +77.5% |
| 10Y | +139.9% | +41.0% | +98.9% | +80.9% |
| All | +139.9% | +38.5% | +101.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling