+1,155.5%
CNP vs EME
+61,143.5%
-59,988.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -1.8% | -8.3% | +6.4% | -0.2% |
| 3M | -4.6% | -10.7% | +6.1% | -3.4% |
| 6M | -8.8% | +1.9% | -10.7% | -10.4% |
| YTD | +5.2% | +23.5% | -18.2% | -0.8% |
| 1Y | +8.3% | +18.0% | -9.7% | +2.1% |
| 3Y | +54.9% | +236.1% | -181.2% | +13.3% |
| 5Y | +73.5% | +527.9% | -454.4% | +9.4% |
| 10Y | +139.1% | +1,252.8% | -1,113.6% | +25.3% |
| All | +1,155.5% | +61,143.5% | -59,988.0% | +373.0% |
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