+1,827.1%
CNP vs ES
+1,275.7%
+551.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.7% |
| 7D | -5.3% | +5.9% | -11.2% | -8.4% |
| 30D | +3.7% | +10.2% | -6.5% | -1.8% |
| 3M | -1.1% | +0.4% | -1.5% | -1.4% |
| 6M | -7.1% | +6.9% | -14.0% | -10.6% |
| YTD | +6.0% | +10.5% | -4.5% | -0.1% |
| 1Y | +5.2% | +3.2% | +2.0% | +2.1% |
| 3Y | +57.5% | +49.0% | +8.5% | +21.7% |
| 5Y | +70.0% | +4.5% | +65.6% | +59.9% |
| 10Y | +137.8% | +92.3% | +45.5% | +63.9% |
| All | +1,827.1% | +1,275.7% | +551.4% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling