+52.4%
EFA vs CNP
+66.3%
-13.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -2.2% | -2.1% | -0.2% | -1.8% |
| 3M | +5.7% | -7.9% | +13.6% | +7.7% |
| 6M | +8.2% | -8.3% | +16.5% | +10.3% |
| YTD | +11.8% | +3.8% | +8.0% | +9.8% |
| 1Y | +18.3% | +5.9% | +12.4% | +15.3% |
| 3Y | +64.9% | +49.3% | +15.6% | +43.0% |
| 5Y | +52.4% | +69.3% | -16.9% | +29.1% |
| All | +52.4% | +66.3% | -13.9% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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