+451.0%
CNP vs ELV
+2,444.2%
-1,993.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +1.1% | +3.3% | -2.2% | +0.1% |
| 30D | -1.8% | +4.2% | -6.0% | -3.0% |
| 3M | -4.6% | -0.1% | -4.6% | -5.1% |
| 6M | -8.8% | +41.3% | -50.1% | -18.2% |
| YTD | +5.2% | +17.4% | -12.2% | -1.2% |
| 1Y | +8.3% | +35.1% | -26.8% | -2.8% |
| 3Y | +54.9% | -3.2% | +58.1% | +49.2% |
| 5Y | +73.5% | +15.6% | +57.9% | +55.6% |
| 10Y | +139.1% | +276.8% | -137.6% | +48.5% |
| All | +451.0% | +2,444.2% | -1,993.3% | +135.7% |
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