-79.0%
TE vs CNP
+74.7%
-153.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.1% |
| 7D | -10.5% | -4.3% | -6.2% | -9.3% |
| 30D | -32.4% | +5.7% | -38.2% | -33.4% |
| 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% | -67.6% |
| 1Y | -39.9% | +5.9% | -45.8% | -42.8% |
| 3Y | +10.6% | +64.6% | -54.0% | -21.4% |
| All | -79.0% | +74.7% | -153.6% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling