+712.7%
TEL vs CNP
+383.9%
+328.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +4.5% | +1.3% | +3.2% | +3.8% |
| 30D | +2.9% | +3.8% | -0.9% | +0.8% |
| 3M | +1.1% | +2.4% | -1.2% | -0.3% |
| 6M | +5.0% | -1.2% | +6.2% | +4.9% |
| YTD | -3.9% | +9.3% | -13.1% | -9.4% |
| 1Y | -7.4% | +6.4% | -13.9% | -11.7% |
| 3Y | +81.0% | +66.4% | +14.6% | +31.9% |
| 5Y | +42.3% | +75.7% | -33.4% | -0.7% |
| 10Y | +284.8% | +145.1% | +139.7% | +99.4% |
| All | +712.7% | +383.9% | +328.8% | +114.8% |
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