+131.5%
CNP vs EXEL
+380.2%
-248.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | +1.6% | +1.4% | +0.3% | +1.5% |
| 30D | -0.8% | +6.7% | -7.4% | -1.4% |
| 3M | -3.6% | +11.5% | -15.0% | -4.6% |
| 6M | -6.9% | +38.8% | -45.7% | -9.9% |
| YTD | +6.4% | +31.6% | -25.1% | +3.4% |
| 1Y | +9.9% | +53.0% | -43.1% | +5.1% |
| 3Y | +53.1% | +160.8% | -107.7% | +36.8% |
| 5Y | +72.0% | +190.1% | -118.1% | +50.4% |
| 10Y | +131.5% | +367.0% | -235.5% | +96.2% |
| All | +131.5% | +380.2% | -248.7% | +96.2% |
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