+136.4%
CNP vs ELV
+258.8%
-122.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | -5.6% | -6.1% | +0.5% | -4.3% |
| 6M | -7.5% | +42.8% | -50.3% | -18.1% |
| YTD | +5.5% | +14.4% | -8.9% | -0.8% |
| 1Y | +8.3% | +28.6% | -20.3% | -2.5% |
| 3Y | +51.8% | -7.4% | +59.2% | +48.1% |
| 5Y | +69.9% | +14.5% | +55.4% | +47.7% |
| All | +136.4% | +258.8% | -122.5% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling