+73.4%
CNP vs ET
+215.7%
-142.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +2.5% | -1.2% | +0.8% |
| 30D | +3.8% | -2.5% | +6.3% | +4.3% |
| 3M | +2.4% | -4.9% | +7.2% | +3.4% |
| 6M | -1.2% | -0.1% | -1.1% | -1.3% |
| YTD | +9.3% | +26.2% | -17.0% | +3.8% |
| 1Y | +6.4% | +25.2% | -18.7% | +1.3% |
| 3Y | +66.4% | +84.2% | -17.8% | +42.5% |
| All | +73.4% | +215.7% | -142.3% | +40.8% |
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