+72.4%
CNP vs FE
+45.5%
+26.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.5% | -0.3% | +2.7% | +2.6% |
| 30D | +4.0% | +3.9% | +0.2% | +1.4% |
| 3M | +1.6% | -0.1% | +1.7% | +1.7% |
| 6M | -1.7% | +6.1% | -7.8% | -5.5% |
| YTD | +8.6% | +8.1% | +0.6% | +3.0% |
| 1Y | +5.8% | +4.4% | +1.4% | +2.6% |
| 3Y | +63.0% | +49.0% | +14.0% | +20.9% |
| All | +72.4% | +45.5% | +26.9% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling