+1,812.7%
CNP vs EFX
+6,408.3%
-4,595.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.6% |
| 7D | +1.1% | -8.6% | +9.7% | +3.1% |
| 30D | -1.8% | +0.1% | -1.9% | -2.0% |
| 3M | -4.6% | +3.8% | -8.5% | -6.0% |
| 6M | -8.8% | -13.5% | +4.7% | -6.8% |
| YTD | +5.2% | -17.7% | +22.9% | +8.1% |
| 1Y | +8.3% | -25.6% | +33.9% | +13.5% |
| 3Y | +54.9% | -12.1% | +67.0% | +52.5% |
| 5Y | +73.5% | -33.8% | +107.3% | +78.7% |
| 10Y | +139.1% | +45.1% | +94.0% | +101.2% |
| All | +1,812.7% | +6,408.3% | -4,595.6% | +888.4% |
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