+16.6%
EMR vs CNP
+7.2%
+9.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.5% |
| 30D | -5.6% | -1.8% | -3.8% | -5.7% |
| 3M | +7.9% | -4.6% | +12.6% | +7.8% |
| 6M | +6.0% | -8.8% | +14.9% | +5.8% |
| YTD | +16.4% | +5.2% | +11.2% | +15.3% |
| 1Y | +16.6% | +8.3% | +8.3% | +12.2% |
| All | +16.6% | +7.2% | +9.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling