+309.3%
TEL vs CNP
+137.0%
+172.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -1.4% | +3.0% | +2.2% |
| 30D | -0.7% | -2.9% | +2.3% | +0.5% |
| 3M | +2.4% | -7.5% | +10.0% | +5.5% |
| 6M | +4.1% | -7.9% | +12.0% | +7.1% |
| YTD | -5.8% | +3.7% | -9.6% | -8.2% |
| 1Y | +0.9% | +4.6% | -3.7% | -2.4% |
| 3Y | +72.6% | +49.1% | +23.5% | +39.0% |
| 5Y | +57.5% | +69.2% | -11.7% | +18.4% |
| All | +309.3% | +137.0% | +172.3% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling