+74.4%
CNP vs ES
-5.6%
+80.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -1.8% | -2.0% | +0.1% | -0.8% |
| 3M | -4.6% | +1.7% | -6.3% | -5.5% |
| 6M | -8.8% | -3.5% | -5.3% | -7.3% |
| YTD | +5.2% | +7.9% | -2.7% | +0.7% |
| 1Y | +8.3% | +17.2% | -8.9% | -2.4% |
| 3Y | +54.9% | +29.3% | +25.6% | +27.9% |
| All | +74.4% | -5.6% | +80.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling