+604.6%
CNP vs ET
+1,435.0%
-830.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | -1.8% | +7.5% | -9.3% | -3.3% |
| 3M | -4.6% | +11.4% | -16.1% | -6.8% |
| 6M | -8.8% | +18.5% | -27.4% | -12.1% |
| YTD | +5.2% | +37.4% | -32.1% | -1.6% |
| 1Y | +8.3% | +30.9% | -22.6% | +2.2% |
| 3Y | +54.9% | +98.7% | -43.9% | +32.7% |
| 5Y | +73.5% | +230.7% | -157.2% | +32.0% |
| 10Y | +139.1% | +175.6% | -36.5% | +76.5% |
| All | +604.6% | +1,435.0% | -830.3% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling