+1,860.4%
CNP vs ES
+1,235.9%
+624.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.3% |
| 7D | -4.2% | +1.9% | -6.1% | -5.3% |
| 30D | +5.5% | +7.1% | -1.5% | +1.5% |
| 3M | +0.6% | -1.9% | +2.5% | +1.5% |
| 6M | -2.8% | +4.4% | -7.2% | -5.4% |
| YTD | +7.9% | +7.3% | +0.5% | +3.2% |
| 1Y | +6.7% | +2.1% | +4.5% | +4.1% |
| 3Y | +61.1% | +41.8% | +19.3% | +27.9% |
| 5Y | +73.0% | +1.4% | +71.5% | +65.2% |
| 10Y | +141.9% | +86.8% | +55.1% | +69.4% |
| All | +1,860.4% | +1,235.9% | +624.5% | +520.7% |
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