+8.3%
CNP vs EFX
-32.8%
+41.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +0.7% | -9.4% | +10.0% | +1.0% |
| 30D | -0.1% | -6.9% | +6.8% | +0.1% |
| 3M | -5.6% | +0.1% | -5.7% | -5.7% |
| 6M | -7.5% | -17.3% | +9.8% | -7.4% |
| YTD | +5.5% | -21.8% | +27.3% | +6.0% |
| 1Y | +8.3% | -32.5% | +40.9% | +10.9% |
| All | +8.3% | -32.8% | +41.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling