+139.8%
CNP vs EL
+63.1%
+76.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | -4.3% | +8.0% | -12.3% | -5.7% |
| 30D | +5.7% | +15.4% | -9.7% | +2.8% |
| 3M | +0.9% | +28.5% | -27.6% | -4.2% |
| 6M | -1.1% | +32.2% | -33.3% | -7.0% |
| YTD | +8.3% | +9.2% | -0.9% | +4.3% |
| 1Y | +5.9% | +30.8% | -24.9% | -2.1% |
| 3Y | +64.6% | +3.7% | +60.9% | +53.1% |
| 5Y | +74.6% | -64.8% | +139.4% | +124.3% |
| 10Y | +139.8% | +60.0% | +79.8% | +87.9% |
| All | +139.8% | +63.1% | +76.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling