+140.6%
CNP vs ES
+96.6%
+43.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +2.5% | -1.1% | +3.5% | +3.1% |
| 30D | +4.0% | +8.2% | -4.2% | -1.5% |
| 3M | +1.6% | +0.6% | +1.0% | +1.0% |
| 6M | -1.7% | +6.0% | -7.7% | -5.7% |
| YTD | +8.6% | +9.3% | -0.7% | +1.6% |
| 1Y | +5.8% | +1.1% | +4.7% | +3.2% |
| 3Y | +63.0% | +51.9% | +11.1% | +14.8% |
| 5Y | +74.7% | +6.5% | +68.2% | +59.4% |
| All | +140.6% | +96.6% | +43.9% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling