+776.7%
CNP vs FE
+564.6%
+212.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | +5.0% | +3.6% | +1.4% | +2.9% |
| 3M | +2.7% | +0.3% | +2.3% | +2.5% |
| 6M | -1.9% | +6.4% | -8.3% | -5.4% |
| YTD | +8.8% | +8.1% | +0.6% | +3.8% |
| 1Y | +5.6% | +4.6% | +1.1% | +2.9% |
| 3Y | +63.2% | +49.1% | +14.1% | +27.8% |
| 5Y | +73.8% | +46.1% | +27.7% | +37.3% |
| 10Y | +144.0% | +122.7% | +21.3% | +46.7% |
| All | +776.7% | +564.6% | +212.1% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling