+51.7%
CNP vs EME
+240.3%
-188.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.8% |
| 7D | +0.7% | +2.7% | -2.1% | +0.6% |
| 30D | -0.1% | -6.8% | +6.7% | 0.0% |
| 3M | -5.6% | -8.8% | +3.2% | -5.4% |
| 6M | -7.5% | +5.0% | -12.5% | -7.7% |
| YTD | +5.5% | +23.5% | -18.0% | +4.6% |
| 1Y | +8.3% | +21.3% | -13.0% | +7.2% |
| All | +51.7% | +240.3% | -188.7% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling