+158.0%
CNP vs ESI
+197.1%
-39.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.8% | -0.5% |
| 7D | -4.3% | -3.5% | -0.9% | -3.8% |
| 30D | +5.7% | -9.3% | +15.0% | +7.3% |
| 3M | +0.9% | -12.8% | +13.7% | +2.9% |
| 6M | -1.1% | -24.6% | +23.6% | +2.7% |
| YTD | +8.3% | +32.7% | -24.5% | 0.0% |
| 1Y | +5.9% | +20.3% | -14.4% | -0.5% |
| 3Y | +64.6% | +80.2% | -15.6% | +39.6% |
| 5Y | +74.6% | +40.0% | +34.6% | +53.1% |
| 10Y | +139.8% | +310.8% | -170.9% | +63.5% |
| All | +158.0% | +197.1% | -39.1% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling