+1,196.0%
CNP vs EME
+53,750.8%
-52,554.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.5% | +11.3% | -8.9% | +0.2% |
| 30D | +4.0% | -14.6% | +18.6% | +7.0% |
| 3M | +1.6% | -20.4% | +22.1% | +5.8% |
| 6M | -1.7% | -28.3% | +26.6% | +3.6% |
| YTD | +8.6% | +8.6% | +0.1% | +4.6% |
| 1Y | +5.8% | +3.2% | +2.6% | +2.8% |
| 3Y | +63.0% | +216.8% | -153.7% | +20.1% |
| 5Y | +74.7% | +417.5% | -342.8% | +14.3% |
| 10Y | +143.7% | +922.2% | -778.5% | +34.5% |
| All | +1,196.0% | +53,750.8% | -52,554.8% | +398.8% |
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