+363.0%
CNP vs EMB
+127.1%
+235.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | +5.5% | +1.3% | +4.2% | +4.5% |
| 3M | +0.6% | -2.2% | +2.8% | +2.4% |
| 6M | -2.8% | -2.3% | -0.5% | -1.1% |
| YTD | +7.9% | -0.6% | +8.5% | +8.2% |
| 1Y | +6.7% | +0.5% | +6.2% | +6.1% |
| 3Y | +61.1% | +29.4% | +31.7% | +31.3% |
| 5Y | +73.0% | +6.5% | +66.5% | +63.7% |
| 10Y | +141.9% | +29.8% | +112.1% | +104.8% |
| All | +363.0% | +127.1% | +235.9% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling