+69.3%
CNP vs ET
+241.7%
-172.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -2.2% | +1.4% | -3.5% | -2.4% |
| 30D | -2.1% | +4.6% | -6.6% | -3.0% |
| 3M | -7.9% | +16.0% | -24.0% | -10.7% |
| 6M | -8.3% | +22.8% | -31.1% | -12.1% |
| YTD | +3.8% | +38.9% | -35.1% | -2.9% |
| 1Y | +5.9% | +34.1% | -28.2% | -0.3% |
| 3Y | +49.3% | +98.8% | -49.5% | +27.6% |
| 5Y | +69.3% | +246.8% | -177.6% | +36.0% |
| All | +69.3% | +241.7% | -172.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling