+131.5%
CNP vs ESI
+307.6%
-176.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | +1.6% | +5.4% | -3.7% | +0.5% |
| 30D | -0.8% | -4.2% | +3.4% | 0.0% |
| 3M | -3.6% | -9.6% | +6.0% | -2.4% |
| 6M | -6.9% | +18.3% | -25.3% | -12.5% |
| YTD | +6.4% | +45.8% | -39.4% | -5.5% |
| 1Y | +9.9% | +39.2% | -29.2% | -1.8% |
| 3Y | +53.1% | +86.3% | -33.2% | +22.6% |
| 5Y | +72.0% | +76.2% | -4.3% | +36.0% |
| 10Y | +131.5% | +306.8% | -175.3% | +28.4% |
| All | +131.5% | +307.6% | -176.1% | +28.4% |
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