+4.6%
CNP vs ETR
+21.8%
-17.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.3% |
| 30D | -2.9% | -1.8% | -1.2% | -1.9% |
| 3M | -7.5% | -3.6% | -4.0% | -5.4% |
| 6M | -7.9% | +2.6% | -10.5% | -8.4% |
| YTD | +3.7% | +16.0% | -12.3% | -3.6% |
| 1Y | +4.6% | +20.1% | -15.5% | -5.8% |
| All | +4.6% | +21.8% | -17.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling