+143.3%
CNP vs EXEL
+363.4%
-220.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.8% |
| 30D | +6.8% | +17.9% | -11.1% | +5.2% |
| 3M | +3.6% | +33.3% | -29.6% | +0.8% |
| 6M | 0.0% | +46.6% | -46.6% | -3.7% |
| YTD | +9.4% | +61.0% | -51.6% | +4.1% |
| 1Y | +6.8% | +70.4% | -63.6% | +1.0% |
| 3Y | +64.2% | +236.1% | -171.9% | +42.1% |
| 5Y | +76.0% | +284.8% | -208.8% | +48.6% |
| 10Y | +143.3% | +348.4% | -205.1% | +107.0% |
| All | +143.3% | +363.4% | -220.1% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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