-50.0%
TE vs CNP
+80.0%
-130.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +15.0% | +0.7% | +14.3% | +14.9% |
| 30D | -7.5% | -0.1% | -7.5% | -7.5% |
| 3M | -42.0% | -5.6% | -36.3% | -41.8% |
| 6M | -31.4% | -7.5% | -23.9% | -31.2% |
| YTD | -26.5% | +5.5% | -32.0% | -27.7% |
| 1Y | +153.1% | +8.3% | +144.7% | +148.2% |
| 3Y | -20.7% | +51.8% | -72.4% | -26.7% |
| 5Y | -45.4% | +69.9% | -115.3% | -49.4% |
| All | -50.0% | +80.0% | -130.0% | -53.9% |
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