+134.8%
CNP vs FE
+105.3%
+29.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.6% |
| 7D | -4.2% | -1.0% | -3.2% | -3.6% |
| 30D | +5.5% | +4.1% | +1.4% | +2.8% |
| 3M | +0.6% | -1.0% | +1.6% | +1.2% |
| 6M | -2.8% | +4.0% | -6.8% | -5.2% |
| YTD | +7.9% | +6.8% | +1.0% | +3.4% |
| 1Y | +6.7% | +5.3% | +1.4% | +3.2% |
| 3Y | +61.1% | +44.6% | +16.6% | +26.3% |
| 5Y | +73.0% | +44.2% | +28.8% | +35.2% |
| All | +134.8% | +105.3% | +29.5% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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