+52.7%
TE vs CNP
+63.4%
-10.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -2.9% |
| 7D | -10.5% | -4.3% | -6.2% | -11.1% |
| 30D | -32.4% | +5.7% | -38.2% | -31.8% |
| 3M | -60.9% | +0.9% | -61.8% | -60.9% |
| 6M | -62.8% | -1.1% | -61.8% | -63.1% |
| YTD | -65.7% | +8.3% | -74.0% | -66.3% |
| 1Y | -39.9% | +5.9% | -45.8% | -40.9% |
| All | +52.7% | +63.4% | -10.7% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling