+754.7%
CNP vs FE
+566.1%
+188.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -5.3% | +0.6% | -5.9% | -5.6% |
| 30D | +3.7% | +6.4% | -2.8% | -0.1% |
| 3M | -1.1% | -0.5% | -0.6% | -0.8% |
| 6M | -7.1% | +4.7% | -11.9% | -9.6% |
| YTD | +6.0% | +8.4% | -2.3% | +1.1% |
| 1Y | +5.2% | +7.2% | -2.0% | +0.9% |
| 3Y | +57.5% | +44.9% | +12.6% | +25.5% |
| 5Y | +70.0% | +46.3% | +23.7% | +34.3% |
| 10Y | +137.8% | +110.3% | +27.5% | +47.6% |
| All | +754.7% | +566.1% | +188.6% | +124.7% |
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