+363.0%
CNP vs EMB
+126.0%
+237.0%
-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% | -2.7% | +3.3% | +2.7% |
| 6M | -2.8% | -2.8% | 0.0% | -0.7% |
| YTD | +7.9% | -1.1% | +9.0% | +8.6% |
| 1Y | +6.7% | 0.0% | +6.7% | +6.5% |
| 3Y | +61.1% | +28.8% | +32.3% | +31.8% |
| 5Y | +73.0% | +6.0% | +67.0% | +64.3% |
| 10Y | +141.9% | +29.1% | +112.8% | +105.6% |
| All | +363.0% | +126.0% | +237.0% | +280.5% |
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