+6.8%
CNP vs EXE
-20.6%
+27.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.8% |
| 7D | -3.0% | -2.2% | -0.8% | -2.8% |
| 30D | +6.8% | -0.3% | +7.2% | +6.9% |
| 3M | +3.6% | -9.3% | +13.0% | +4.4% |
| 6M | 0.0% | -7.2% | +7.2% | +0.6% |
| YTD | +9.4% | -18.9% | +28.3% | +11.2% |
| 1Y | +6.8% | -21.7% | +28.5% | +9.1% |
| All | +6.8% | -20.6% | +27.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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