+140.6%
CNP vs ETR
+379.5%
-238.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +1.3% |
| 30D | +4.0% | +6.6% | -2.6% | -1.1% |
| 3M | +1.6% | +4.4% | -2.8% | -1.8% |
| 6M | -1.7% | -0.3% | -1.4% | -1.7% |
| YTD | +8.6% | +23.3% | -14.7% | -8.6% |
| 1Y | +5.8% | +18.9% | -13.0% | -8.4% |
| 3Y | +63.0% | +155.5% | -92.5% | -28.3% |
| 5Y | +74.7% | +159.9% | -85.3% | -26.1% |
| All | +140.6% | +379.5% | -238.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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