+248.8%
EW vs CNP
+142.1%
+106.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +22.5% | +5.0% | +17.4% | +20.2% |
| 3M | +13.0% | +2.7% | +10.3% | +11.6% |
| 6M | +37.1% | -1.9% | +39.0% | +37.4% |
| YTD | +24.1% | +8.8% | +15.4% | +19.4% |
| 1Y | +24.2% | +5.6% | +18.6% | +20.7% |
| 3Y | +64.8% | +63.2% | +1.6% | +35.4% |
| 5Y | -7.4% | +73.8% | -81.2% | -26.0% |
| 10Y | +248.8% | +144.0% | +104.8% | +152.5% |
| All | +248.8% | +142.1% | +106.7% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling