+1,876.8%
CNP vs EFX
+6,825.8%
-4,949.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.1% | -2.0% | +1.9% | +0.3% |
| 30D | +5.0% | +27.9% | -22.8% | -0.8% |
| 3M | +2.7% | +3.8% | -1.2% | +1.2% |
| 6M | -1.9% | +13.0% | -14.9% | -5.5% |
| YTD | +8.8% | -12.4% | +21.1% | +9.8% |
| 1Y | +5.6% | -10.4% | +16.0% | +6.0% |
| 3Y | +63.2% | +4.4% | +58.8% | +54.1% |
| 5Y | +73.8% | -28.9% | +102.6% | +75.7% |
| 10Y | +144.0% | +81.7% | +62.3% | +95.1% |
| All | +1,876.8% | +6,825.8% | -4,949.0% | +903.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling