+74.7%
CNP vs EFX
-30.1%
+104.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +2.5% | -3.6% | +6.1% | +3.0% |
| 30D | +4.0% | +25.3% | -21.2% | +0.4% |
| 3M | +1.6% | +3.8% | -2.2% | +0.7% |
| 6M | -1.7% | +12.7% | -14.4% | -4.2% |
| YTD | +8.6% | -13.1% | +21.8% | +9.9% |
| 1Y | +5.8% | -9.3% | +15.1% | +6.1% |
| 3Y | +63.0% | +3.5% | +59.5% | +53.2% |
| 5Y | +74.7% | -30.6% | +105.3% | +75.0% |
| All | +74.7% | -30.1% | +104.7% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling