+66.4%
CNP vs EMB
+29.8%
+36.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.3% | -0.9% | +2.2% | +1.9% |
| 30D | +3.8% | +0.4% | +3.5% | +3.5% |
| 3M | +2.4% | -3.1% | +5.5% | +4.4% |
| 6M | -1.2% | -2.1% | +0.9% | +0.1% |
| YTD | +9.3% | -1.1% | +10.4% | +9.8% |
| 1Y | +6.4% | -0.1% | +6.5% | +6.1% |
| 3Y | +66.4% | +29.6% | +36.8% | +36.4% |
| All | +66.4% | +29.8% | +36.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling