+139.8%
CNP vs EMB
+30.9%
+109.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | -0.3% |
| 7D | -4.3% | +0.8% | -5.1% | -5.2% |
| 30D | +5.7% | +1.5% | +4.2% | +3.9% |
| 3M | +0.9% | -1.9% | +2.8% | +3.2% |
| 6M | -1.1% | -1.6% | +0.6% | +0.7% |
| YTD | +8.3% | 0.0% | +8.3% | +7.9% |
| 1Y | +5.9% | +1.1% | +4.8% | +4.2% |
| 3Y | +64.6% | +30.9% | +33.7% | +18.5% |
| 5Y | +74.6% | +7.1% | +67.5% | +67.7% |
| 10Y | +139.8% | +31.1% | +108.7% | +93.0% |
| All | +139.8% | +30.9% | +109.0% | +93.0% |
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