+132.5%
CNP vs EME
+1,301.6%
-1,169.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | -2.1% | -8.4% | +6.3% | -0.4% |
| 3M | -7.9% | -3.6% | -4.3% | -8.1% |
| 6M | -8.3% | +3.6% | -11.9% | -10.4% |
| YTD | +3.8% | +22.5% | -18.7% | -3.0% |
| 1Y | +5.9% | +18.2% | -12.3% | -1.4% |
| 3Y | +49.3% | +238.4% | -189.1% | -3.0% |
| 5Y | +69.3% | +550.5% | -481.3% | -14.3% |
| All | +132.5% | +1,301.6% | -1,169.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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