+140.6%
CNP vs ESI
+321.1%
-180.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | +2.5% | +8.3% | -5.9% | +0.7% |
| 30D | +4.0% | -10.4% | +14.5% | +6.1% |
| 3M | +1.6% | -13.2% | +14.8% | +4.1% |
| 6M | -1.7% | -23.9% | +22.2% | +2.6% |
| YTD | +8.6% | +34.2% | -25.6% | -2.3% |
| 1Y | +5.8% | +22.2% | -16.4% | -2.9% |
| 3Y | +63.0% | +79.2% | -16.2% | +30.8% |
| 5Y | +74.7% | +38.1% | +36.5% | +47.5% |
| All | +140.6% | +321.1% | -180.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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