+469.4%
CNP vs ELV
+2,593.2%
-2,123.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | +5.0% | +1.8% | +3.3% | +4.4% |
| 3M | +2.7% | +10.5% | -7.8% | -0.5% |
| 6M | -1.9% | +13.5% | -15.3% | -6.2% |
| YTD | +8.8% | +24.3% | -15.5% | +0.2% |
| 1Y | +5.6% | +38.9% | -33.3% | -6.0% |
| 3Y | +63.2% | -1.5% | +64.7% | +56.3% |
| 5Y | +73.8% | +7.3% | +66.5% | +59.7% |
| 10Y | +144.0% | +268.7% | -124.7% | +52.1% |
| All | +469.4% | +2,593.2% | -2,123.7% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling