-18.3%
TE vs CNP
+54.5%
-72.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.1% | +8.9% | +10.2% |
| 7D | +18.2% | +1.6% | +16.6% | +18.5% |
| 30D | -13.5% | -0.8% | -12.7% | -13.6% |
| 3M | -44.6% | -3.6% | -41.0% | -45.0% |
| 6M | -24.7% | -6.9% | -17.8% | -25.2% |
| YTD | -24.3% | +6.4% | -30.7% | -25.9% |
| 1Y | +155.6% | +9.9% | +145.6% | +149.7% |
| 3Y | -18.3% | +53.1% | -71.4% | -25.3% |
| All | -18.3% | +54.5% | -72.8% | -25.3% |
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