+69.9%
CNP vs EME
+544.7%
-474.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | +0.7% | +2.7% | -2.1% | +0.4% |
| 30D | -0.1% | -6.8% | +6.7% | +0.5% |
| 3M | -5.6% | -8.8% | +3.2% | -5.1% |
| 6M | -7.5% | +5.0% | -12.5% | -8.5% |
| YTD | +5.5% | +23.5% | -18.0% | +2.4% |
| 1Y | +8.3% | +21.3% | -13.0% | +4.7% |
| 3Y | +51.8% | +241.1% | -189.3% | +16.4% |
| 5Y | +69.9% | +549.2% | -479.3% | +3.4% |
| All | +69.9% | +544.7% | -474.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling