-53.2%
TE vs CNP
+79.5%
-132.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -4.0% | +1.1% | -5.1% | -4.1% |
| 30D | -15.9% | -1.8% | -14.1% | -15.8% |
| 3M | -60.5% | -4.6% | -55.9% | -60.5% |
| 6M | -35.2% | -8.8% | -26.4% | -34.8% |
| YTD | -31.1% | +5.2% | -36.4% | -32.2% |
| 1Y | +148.6% | +8.3% | +140.3% | +143.8% |
| 3Y | -26.4% | +54.9% | -81.3% | -32.2% |
| 5Y | -48.0% | +73.5% | -121.5% | -51.8% |
| All | -53.2% | +79.5% | -132.7% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling