+139.9%
CNP vs ETR
+288.4%
-148.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | -0.1% | +2.0% | -2.1% | -1.6% |
| 3M | -5.6% | -1.7% | -3.9% | -4.4% |
| 6M | -7.5% | +3.6% | -11.1% | -10.5% |
| YTD | +5.5% | +18.0% | -12.5% | -8.0% |
| 1Y | +8.3% | +26.2% | -17.9% | -10.7% |
| 3Y | +51.8% | +148.0% | -96.2% | -31.6% |
| 5Y | +69.9% | +126.1% | -56.2% | -18.9% |
| 10Y | +139.9% | +302.3% | -162.3% | -20.9% |
| All | +139.9% | +288.4% | -148.5% | -20.9% |
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