+127.0%
CNP vs ELF
+334.6%
-207.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.6% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | -0.8% | +5.9% | -6.7% | -1.4% |
| 3M | -3.6% | +99.5% | -103.1% | -9.9% |
| 6M | -6.9% | +26.5% | -33.5% | -9.6% |
| YTD | +6.4% | +37.2% | -30.7% | +2.1% |
| 1Y | +9.9% | -24.4% | +34.4% | +10.6% |
| 3Y | +53.1% | -23.3% | +76.4% | +45.8% |
| 5Y | +72.0% | +245.2% | -173.2% | +25.0% |
| All | +127.0% | +334.6% | -207.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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