-76.7%
TE vs CNP
+84.7%
-161.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -3.0% |
| 7D | -10.5% | -4.3% | -6.2% | -10.1% |
| 30D | -32.4% | +5.7% | -38.2% | -32.8% |
| 3M | -60.9% | +0.9% | -61.8% | -60.9% |
| 6M | -62.8% | -1.1% | -61.8% | -62.9% |
| YTD | -65.7% | +8.3% | -74.0% | -66.3% |
| 1Y | -39.9% | +5.9% | -45.8% | -40.8% |
| 3Y | +10.6% | +64.6% | -54.0% | +1.1% |
| 5Y | -79.7% | +74.6% | -154.2% | -81.2% |
| All | -76.7% | +84.7% | -161.4% | -78.5% |
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