+5.9%
CNP vs EFX
-9.8%
+15.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.1% | -2.0% | +1.9% | 0.0% |
| 30D | +5.0% | +27.9% | -22.8% | +4.1% |
| 3M | +2.7% | +3.8% | -1.2% | +2.1% |
| 6M | -1.9% | +13.0% | -14.9% | -2.5% |
| YTD | +8.8% | -12.4% | +21.1% | +6.9% |
| All | +5.9% | -9.8% | +15.7% | +4.6% |
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