+1,203.6%
CNP vs EME
+53,473.8%
-52,270.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.3% | +8.4% | -7.1% | -0.4% |
| 30D | +3.8% | -11.5% | +15.3% | +6.0% |
| 3M | +2.4% | -20.6% | +23.0% | +6.6% |
| 6M | -1.2% | -28.5% | +27.3% | +4.1% |
| YTD | +9.3% | +8.0% | +1.3% | +5.3% |
| 1Y | +6.4% | +6.8% | -0.3% | +2.7% |
| 3Y | +66.4% | +213.9% | -147.5% | +22.8% |
| 5Y | +75.7% | +414.8% | -339.1% | +15.0% |
| 10Y | +145.1% | +916.9% | -771.8% | +35.4% |
| All | +1,203.6% | +53,473.8% | -52,270.2% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling