+130.0%
CNP vs ELF
+383.9%
-253.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | -4.2% | +4.0% | -8.2% | -4.5% |
| 30D | +5.5% | +10.6% | -5.0% | +4.5% |
| 3M | +0.6% | +25.8% | -25.2% | -1.7% |
| 6M | -2.8% | +89.1% | -91.9% | -9.0% |
| YTD | +7.9% | +52.7% | -44.9% | +2.4% |
| 1Y | +6.7% | +51.7% | -45.1% | +1.1% |
| 3Y | +61.1% | +14.2% | +46.9% | +46.2% |
| 5Y | +73.0% | +270.7% | -197.7% | +25.4% |
| 10Y | +141.9% | +341.9% | -200.0% | +50.1% |
| All | +130.0% | +383.9% | -253.9% | +42.7% |
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