-79.9%
TE vs CNP
+85.3%
-165.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.1% | -7.4% | -7.5% |
| 7D | -13.6% | +2.5% | -16.0% | -13.8% |
| 30D | -37.7% | +4.0% | -41.7% | -37.9% |
| 3M | -59.8% | +1.6% | -61.4% | -59.8% |
| 6M | -66.3% | -1.7% | -64.6% | -66.4% |
| YTD | -70.5% | +8.6% | -79.1% | -71.0% |
| 1Y | -48.8% | +5.8% | -54.6% | -49.6% |
| 3Y | +31.3% | +63.0% | -31.7% | +20.3% |
| 5Y | -82.0% | +74.7% | -156.7% | -83.4% |
| All | -79.9% | +85.3% | -165.3% | -81.5% |
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