+74.4%
CNP vs EL
-67.1%
+141.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.0% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -1.8% | +19.8% | -21.7% | -3.4% |
| 3M | -4.6% | +25.7% | -30.4% | -6.6% |
| 6M | -8.8% | +5.4% | -14.3% | -9.5% |
| YTD | +5.2% | +0.2% | +5.0% | +4.6% |
| 1Y | +8.3% | +20.4% | -12.1% | +5.3% |
| 3Y | +54.9% | -32.1% | +87.0% | +60.0% |
| All | +74.4% | -67.1% | +141.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling