+113.9%
CNP vs EXE
+191.4%
-77.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -1.8% | +8.5% | -10.3% | -2.9% |
| 3M | -4.6% | +5.5% | -10.1% | -5.4% |
| 6M | -8.8% | -5.9% | -2.9% | -8.3% |
| YTD | +5.2% | -9.7% | +15.0% | +6.3% |
| 1Y | +8.3% | +3.6% | +4.7% | +7.1% |
| 3Y | +54.9% | +18.0% | +36.8% | +48.9% |
| 5Y | +73.5% | +109.4% | -35.9% | +56.4% |
| All | +113.9% | +191.4% | -77.4% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling