+140.6%
CNP vs EMB
+36.8%
+103.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.8% |
| 7D | +2.5% | -0.7% | +3.1% | +3.2% |
| 30D | +4.0% | +0.5% | +3.5% | +3.4% |
| 3M | +1.6% | -2.5% | +4.1% | +4.6% |
| 6M | -1.7% | -2.0% | +0.3% | +0.5% |
| YTD | +8.6% | -0.9% | +9.5% | +9.3% |
| 1Y | +5.8% | -0.3% | +6.1% | +5.8% |
| 3Y | +63.0% | +29.2% | +33.8% | +18.5% |
| 5Y | +74.7% | +7.4% | +67.2% | +66.4% |
| All | +140.6% | +36.8% | +103.8% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling