+8.3%
CNP vs EMB
+0.7%
+7.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +8.7% | +2.3% | +6.4% | +8.2% |
| 3M | -0.7% | -2.5% | +1.8% | -0.4% |
| 6M | -4.2% | -1.1% | -3.1% | -4.1% |
| YTD | +8.9% | -0.6% | +9.5% | +9.3% |
| 1Y | +8.3% | +0.6% | +7.7% | +9.1% |
| All | +8.3% | +0.7% | +7.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling