+840.7%
CNP vs EL
+1,792.3%
-951.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | +5.5% | +16.5% | -11.0% | +2.5% |
| 3M | +0.6% | +29.2% | -28.6% | -4.5% |
| 6M | -2.8% | +27.9% | -30.8% | -8.0% |
| YTD | +7.9% | +6.2% | +1.7% | +4.4% |
| 1Y | +6.7% | +27.2% | -20.5% | -0.5% |
| 3Y | +61.1% | +3.2% | +57.9% | +50.0% |
| 5Y | +73.0% | -66.0% | +139.0% | +97.8% |
| 10Y | +141.9% | +58.3% | +83.5% | +103.0% |
| All | +840.7% | +1,792.3% | -951.6% | +487.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling