+817.8%
CNP vs EL
+1,685.7%
-867.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.3% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | -1.8% | +19.8% | -21.7% | -5.3% |
| 3M | -4.6% | +25.7% | -30.4% | -9.0% |
| 6M | -8.8% | +5.4% | -14.3% | -10.9% |
| YTD | +5.2% | +0.2% | +5.0% | +3.2% |
| 1Y | +8.3% | +20.4% | -12.1% | +2.0% |
| 3Y | +54.9% | -32.1% | +87.0% | +56.5% |
| 5Y | +73.5% | -67.2% | +140.7% | +99.7% |
| 10Y | +139.1% | +31.7% | +107.4% | +107.7% |
| All | +817.8% | +1,685.7% | -867.9% | +480.5% |
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