+73.8%
CNP vs ELV
+8.6%
+65.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.1% | -1.1% | +1.0% | 0.0% |
| 30D | +5.0% | +1.8% | +3.3% | +4.7% |
| 3M | +2.7% | +10.5% | -7.8% | +1.0% |
| 6M | -1.9% | +13.5% | -15.3% | -4.1% |
| YTD | +8.8% | +24.3% | -15.5% | +4.2% |
| 1Y | +5.6% | +38.9% | -33.3% | -0.9% |
| 3Y | +63.2% | -1.5% | +64.7% | +62.1% |
| 5Y | +73.8% | +7.3% | +66.5% | +67.4% |
| All | +73.8% | +8.6% | +65.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling