+515.3%
CNP vs EXEL
+273.2%
+242.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +1.1% | +8.4% | -7.3% | +0.5% |
| 30D | -1.8% | +4.1% | -5.9% | -2.2% |
| 3M | -4.6% | +12.4% | -17.1% | -5.6% |
| 6M | -8.8% | +41.5% | -50.4% | -11.4% |
| YTD | +5.2% | +34.6% | -29.4% | +2.5% |
| 1Y | +8.3% | +57.9% | -49.6% | +4.1% |
| 3Y | +54.9% | +159.5% | -104.6% | +41.9% |
| 5Y | +73.5% | +198.5% | -125.0% | +56.2% |
| 10Y | +139.1% | +411.4% | -272.2% | +98.9% |
| All | +515.3% | +273.2% | +242.1% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling