+132.5%
CNP vs ELV
+278.2%
-145.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -3.3% |
| 7D | -2.2% | +0.9% | -3.0% | -2.5% |
| 30D | -2.1% | +7.2% | -9.2% | -4.2% |
| 3M | -7.9% | +3.4% | -11.3% | -9.4% |
| 6M | -8.3% | +48.6% | -56.9% | -19.9% |
| YTD | +3.8% | +20.6% | -16.8% | -4.1% |
| 1Y | +5.9% | +38.5% | -32.6% | -7.0% |
| 3Y | +49.3% | -2.4% | +51.7% | +43.2% |
| 5Y | +69.3% | +25.3% | +43.9% | +42.3% |
| All | +132.5% | +278.2% | -145.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling