+145.4%
CNP vs ETR
+373.3%
-227.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -3.0% | +2.6% | -5.6% | -5.0% |
| 30D | +6.8% | +8.7% | -1.8% | 0.0% |
| 3M | +3.6% | +6.4% | -2.7% | -1.3% |
| 6M | 0.0% | +0.7% | -0.7% | -0.8% |
| YTD | +9.4% | +23.0% | -13.6% | -7.8% |
| 1Y | +6.8% | +17.9% | -11.1% | -6.9% |
| 3Y | +64.2% | +154.9% | -90.8% | -27.7% |
| 5Y | +76.0% | +157.3% | -81.2% | -24.9% |
| All | +145.4% | +373.3% | -227.8% | -27.4% |
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