+66.4%
CNP vs ELF
+24.2%
+42.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | +1.3% | +1.6% | -0.3% | +1.3% |
| 30D | +3.8% | +9.1% | -5.3% | +3.7% |
| 3M | +2.4% | +28.2% | -25.8% | +2.0% |
| 6M | -1.2% | +119.5% | -120.7% | -2.5% |
| YTD | +9.3% | +55.2% | -45.9% | +8.3% |
| 1Y | +6.4% | +58.6% | -52.2% | +5.5% |
| 3Y | +66.4% | +21.3% | +45.1% | +45.5% |
| All | +66.4% | +24.2% | +42.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling