+139.8%
CNP vs FE
+108.0%
+31.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -4.3% | -1.1% | -3.2% | -3.6% |
| 30D | +5.7% | +4.6% | +1.1% | +2.8% |
| 3M | +0.9% | -0.8% | +1.7% | +1.5% |
| 6M | -1.1% | +7.3% | -8.3% | -5.3% |
| YTD | +8.3% | +8.3% | -0.1% | +2.9% |
| 1Y | +5.9% | +5.7% | +0.2% | +2.2% |
| 3Y | +64.6% | +49.0% | +15.6% | +26.6% |
| 5Y | +74.6% | +49.2% | +25.4% | +33.7% |
| 10Y | +139.8% | +110.7% | +29.2% | +61.0% |
| All | +139.8% | +108.0% | +31.8% | +61.0% |
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