+683.8%
TEL vs CNP
+366.1%
+317.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +3.0% | +1.1% | +1.9% | +2.4% |
| 30D | -3.9% | -1.8% | -2.1% | -3.1% |
| 3M | -5.1% | -4.6% | -0.5% | -3.2% |
| 6M | +0.6% | -8.8% | +9.4% | +4.7% |
| YTD | -7.3% | +5.2% | -12.5% | -10.7% |
| 1Y | +1.1% | +8.3% | -7.2% | -4.5% |
| 3Y | +63.7% | +54.9% | +8.8% | +23.9% |
| 5Y | +50.7% | +73.5% | -22.8% | +5.6% |
| 10Y | +290.2% | +139.1% | +151.0% | +104.1% |
| All | +683.8% | +366.1% | +317.8% | +111.6% |
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