+124.4%
CNP vs ELF
+357.0%
-232.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +1.1% | +5.4% | -4.3% | +0.6% |
| 30D | -1.8% | +27.0% | -28.8% | -4.1% |
| 3M | -4.6% | +113.2% | -117.8% | -11.5% |
| 6M | -8.8% | +36.6% | -45.4% | -12.1% |
| YTD | +5.2% | +44.2% | -39.0% | +0.5% |
| 1Y | +8.3% | -18.0% | +26.3% | +8.1% |
| 3Y | +54.9% | -19.9% | +74.8% | +47.0% |
| 5Y | +73.5% | +257.7% | -184.2% | +25.9% |
| All | +124.4% | +357.0% | -232.5% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling